+610.5%
CBRE vs LPLA
+1,111.7%
-501.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -0.5% | +3.6% | -4.2% | -2.0% |
| 30D | +3.1% | -6.8% | +9.8% | +5.3% |
| 3M | -6.4% | -17.0% | +10.7% | +0.1% |
| 6M | -7.9% | +1.8% | -9.7% | -10.2% |
| YTD | -16.2% | -13.4% | -2.8% | -13.2% |
| 1Y | -11.2% | -17.5% | +6.3% | -6.3% |
| 3Y | +83.4% | +36.5% | +47.0% | +48.1% |
| 5Y | +28.4% | +92.6% | -64.2% | -16.0% |
| 10Y | +386.8% | +809.2% | -422.4% | +53.9% |
| All | +610.5% | +1,111.7% | -501.1% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling