-9.3%
LHX vs CBRE
-6.2%
-3.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -6.8% |
| 7D | -0.3% | +14.1% | -14.4% | -1.6% |
| 30D | +9.7% | +9.0% | +0.6% | +8.6% |
| 3M | -8.5% | -6.6% | -1.9% | -8.4% |
| 6M | -15.1% | +0.8% | -15.8% | -15.6% |
| YTD | -10.4% | -12.2% | +1.8% | -10.3% |
| 1Y | -9.3% | -6.8% | -2.5% | -10.8% |
| All | -9.3% | -6.2% | -3.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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