+27.3%
CBRE vs LII
+17.0%
+10.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -1.8% | +2.9% | -4.7% | -2.9% |
| 30D | +3.3% | +0.9% | +2.4% | +2.5% |
| 3M | -12.4% | -15.5% | +3.2% | -6.5% |
| 6M | -5.4% | -30.2% | +24.9% | +6.4% |
| YTD | -17.2% | -26.8% | +9.6% | -10.7% |
| 1Y | -13.1% | -25.3% | +12.2% | -7.4% |
| 3Y | +81.6% | -7.8% | +89.3% | +60.9% |
| All | +27.3% | +17.0% | +10.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling