+40.1%
CBRE vs LTH
+183.0%
-142.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.0% | +7.0% | -6.0% | -0.8% |
| 30D | +5.6% | +15.4% | -9.8% | +1.4% |
| 3M | -6.8% | +7.0% | -13.8% | -8.8% |
| 6M | -5.6% | +46.9% | -52.4% | -15.7% |
| YTD | -14.1% | +76.4% | -90.5% | -27.7% |
| 1Y | -9.5% | +83.7% | -93.2% | -24.7% |
| 3Y | +91.8% | +248.9% | -157.1% | +30.4% |
| 5Y | +30.3% | +141.8% | -111.5% | -11.5% |
| All | +40.1% | +183.0% | -142.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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