+27.3%
CBRE vs LTH
+137.1%
-109.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | +3.3% | +15.7% | -12.4% | -1.0% |
| 3M | -12.4% | +5.0% | -17.3% | -13.9% |
| 6M | -5.4% | +37.7% | -43.0% | -14.1% |
| YTD | -17.2% | +75.0% | -92.2% | -30.4% |
| 1Y | -13.1% | +82.6% | -95.7% | -27.9% |
| 3Y | +81.6% | +241.3% | -159.7% | +22.8% |
| All | +27.3% | +137.1% | -109.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling