+2,317.2%
CBRE vs LII
+3,032.1%
-714.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.5% |
| 7D | -2.0% | -0.7% | -1.2% | -1.4% |
| 30D | -2.2% | -12.6% | +10.4% | +8.1% |
| 3M | +12.9% | -24.4% | +37.3% | +33.0% |
| 6M | +4.3% | -28.7% | +33.0% | +25.6% |
| YTD | -8.0% | -19.1% | +11.1% | -1.0% |
| 1Y | -8.6% | -29.7% | +21.1% | +8.0% |
| 3Y | +71.9% | +4.8% | +67.1% | +36.4% |
| 5Y | +50.0% | +24.6% | +25.5% | -1.9% |
| 10Y | +390.1% | +169.2% | +220.8% | +50.0% |
| All | +2,317.2% | +3,032.1% | -714.9% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling