+401.2%
CBRE vs LPLA
+1,198.0%
-796.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.7% | -1.5% | -0.1% | -1.0% |
| 30D | -3.0% | -6.0% | +3.0% | -0.5% |
| 3M | +2.6% | +21.4% | -18.7% | -5.8% |
| 6M | +2.0% | +12.1% | -10.1% | -3.9% |
| YTD | -13.1% | -1.8% | -11.3% | -13.7% |
| 1Y | -13.8% | +3.2% | -17.0% | -16.8% |
| 3Y | +63.9% | +45.9% | +17.9% | +29.1% |
| 5Y | +42.3% | +144.7% | -102.3% | -18.8% |
| 10Y | +401.2% | +1,222.4% | -821.3% | +41.5% |
| All | +401.2% | +1,198.0% | -796.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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