+386.8%
CBRE vs LII
+166.2%
+220.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | +3.1% | -2.4% | +5.4% | +3.7% |
| 3M | -6.4% | -17.5% | +11.1% | +2.6% |
| 6M | -7.9% | -32.8% | +25.0% | +8.8% |
| YTD | -16.2% | -27.7% | +11.5% | -7.1% |
| 1Y | -11.2% | -28.1% | +16.8% | -1.4% |
| 3Y | +83.4% | -9.7% | +93.1% | +66.3% |
| 5Y | +28.4% | +19.5% | +8.9% | -5.9% |
| 10Y | +386.8% | +170.6% | +216.2% | +118.9% |
| All | +386.8% | +166.2% | +220.5% | +118.9% |
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