+398.6%
CBRE vs LII
+162.0%
+236.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.4% |
| 7D | +5.2% | -0.6% | +5.8% | +5.6% |
| 30D | +6.2% | -4.6% | +10.8% | +8.2% |
| 3M | -8.1% | -21.2% | +13.1% | +3.1% |
| 6M | -6.6% | -36.4% | +29.8% | +13.4% |
| YTD | -15.7% | -28.9% | +13.2% | -5.8% |
| 1Y | -9.7% | -29.5% | +19.9% | +1.4% |
| 3Y | +80.4% | -8.6% | +89.0% | +62.0% |
| 5Y | +27.0% | +20.2% | +6.8% | -7.5% |
| All | +398.6% | +162.0% | +236.6% | +132.1% |
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