+34.4%
CBRE vs LTH
+174.8%
-140.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.4% |
| 7D | -2.8% | -4.6% | +1.8% | -1.6% |
| 30D | +2.2% | +14.8% | -12.6% | -1.8% |
| 3M | -10.1% | +3.9% | -14.0% | -11.4% |
| 6M | -8.0% | +35.5% | -43.5% | -16.0% |
| YTD | -17.6% | +71.3% | -88.9% | -30.1% |
| 1Y | -14.7% | +75.7% | -90.4% | -28.1% |
| 3Y | +80.4% | +231.9% | -151.6% | +24.3% |
| 5Y | +25.9% | +130.5% | -104.6% | -13.9% |
| All | +34.4% | +174.8% | -140.5% | -7.6% |
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