+222.0%
LHX vs CBRE
+407.4%
-185.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.6% |
| 7D | -4.3% | -5.0% | +0.7% | -3.0% |
| 30D | -15.1% | -4.7% | -10.5% | -14.2% |
| 3M | -21.0% | +6.5% | -27.5% | -22.7% |
| 6M | -32.0% | +6.1% | -38.0% | -33.6% |
| YTD | -15.3% | -12.6% | -2.7% | -13.4% |
| 1Y | -11.1% | -15.3% | +4.3% | -8.4% |
| 3Y | +54.0% | +64.6% | -10.6% | +26.8% |
| 5Y | +17.1% | +45.0% | -27.9% | -2.4% |
| All | +222.0% | +407.4% | -185.4% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling