+2,100.2%
CBRE vs LII
+2,723.5%
-623.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -4.6% | -2.3% | -2.3% | -3.0% |
| 30D | +3.0% | -1.7% | +4.6% | +3.3% |
| 3M | -8.7% | -18.3% | +9.5% | +4.9% |
| 6M | -7.9% | -32.3% | +24.4% | +16.2% |
| YTD | -16.3% | -27.1% | +10.8% | -3.7% |
| 1Y | -13.1% | -27.2% | +14.1% | -0.2% |
| 3Y | +83.1% | -8.9% | +92.1% | +60.9% |
| 5Y | +27.7% | +19.7% | +8.1% | -15.1% |
| 10Y | +386.9% | +168.9% | +218.0% | +45.6% |
| All | +2,100.2% | +2,723.5% | -623.3% | +23.0% |
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