-9.0%
CBRE vs LTH
+83.5%
-92.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 3M | -6.8% | +7.0% | -13.8% | -8.6% |
| 6M | -5.6% | +46.9% | -52.4% | -15.6% |
| YTD | -14.1% | +76.4% | -90.5% | -29.4% |
| All | -9.0% | +83.5% | -92.4% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling