+679.4%
CBRE vs LPLA
+1,311.2%
-631.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -0.7% |
| 30D | -2.2% | -0.1% | -2.1% | -2.3% |
| 3M | +12.9% | +23.2% | -10.3% | +3.1% |
| 6M | +4.3% | +15.5% | -11.2% | -2.9% |
| YTD | -8.0% | +0.9% | -8.9% | -9.7% |
| 1Y | -8.6% | +0.2% | -8.7% | -10.8% |
| 3Y | +71.9% | +55.2% | +16.7% | +32.8% |
| 5Y | +50.0% | +145.4% | -95.4% | -11.0% |
| 10Y | +390.1% | +1,229.7% | -839.6% | +33.6% |
| All | +679.4% | +1,311.2% | -631.9% | +67.7% |
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