+27.8%
CBRE vs LTH
+142.9%
-115.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +5.2% | +4.5% | +0.7% | +3.8% |
| 30D | +6.2% | +16.3% | -10.1% | +1.7% |
| 3M | -8.1% | +8.4% | -16.5% | -10.4% |
| 6M | -6.6% | +40.3% | -46.9% | -15.7% |
| YTD | -15.7% | +77.3% | -93.0% | -29.4% |
| 1Y | -9.7% | +88.0% | -97.6% | -25.5% |
| 3Y | +80.4% | +274.3% | -193.9% | +19.0% |
| All | +27.8% | +142.9% | -115.1% | -13.8% |
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