+406.9%
CBRE vs LII
+170.7%
+236.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.9% |
| 7D | +1.0% | -1.2% | +2.2% | +1.7% |
| 30D | +5.6% | -2.0% | +7.6% | +6.1% |
| 3M | -6.8% | -20.2% | +13.5% | +3.9% |
| 6M | -5.6% | -32.5% | +27.0% | +11.3% |
| YTD | -14.1% | -27.4% | +13.3% | -5.0% |
| 1Y | -9.5% | -28.2% | +18.7% | +0.6% |
| 3Y | +91.8% | -7.2% | +99.0% | +71.1% |
| 5Y | +30.3% | +19.9% | +10.4% | -4.6% |
| 10Y | +406.9% | +168.6% | +238.2% | +132.2% |
| All | +406.9% | +170.7% | +236.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling