+366.6%
CBRE vs LPLA
+758.1%
-391.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.8% | -0.9% | -0.8% | -1.4% |
| 30D | +3.3% | -9.5% | +12.8% | +6.9% |
| 3M | -12.4% | -21.9% | +9.5% | -3.9% |
| 6M | -5.4% | -2.6% | -2.7% | -6.0% |
| YTD | -17.2% | -17.8% | +0.6% | -12.4% |
| 1Y | -13.1% | -21.2% | +8.1% | -6.5% |
| 3Y | +81.6% | +30.6% | +50.9% | +47.4% |
| 5Y | +26.4% | +81.3% | -54.9% | -18.5% |
| All | +366.6% | +758.1% | -391.5% | +55.5% |
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