+72.2%
CBRE vs LII
+5.3%
+66.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | -2.2% | -12.6% | +10.4% | +1.8% |
| 3M | +12.9% | -24.4% | +37.3% | +20.6% |
| 6M | +4.3% | -28.7% | +33.0% | +13.1% |
| YTD | -8.0% | -19.1% | +11.1% | -5.8% |
| 1Y | -8.6% | -29.7% | +21.1% | -1.4% |
| All | +72.2% | +5.3% | +66.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling