+18.7%
LHX vs CBRE
+43.6%
-24.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.4% |
| 7D | -4.3% | -5.0% | +0.7% | -3.5% |
| 30D | -15.1% | -4.7% | -10.5% | -14.6% |
| 3M | -21.0% | +6.5% | -27.5% | -22.0% |
| 6M | -32.0% | +6.1% | -38.0% | -33.0% |
| YTD | -15.3% | -12.6% | -2.7% | -14.1% |
| 1Y | -11.1% | -15.3% | +4.3% | -9.3% |
| 3Y | +54.0% | +64.6% | -10.6% | +35.8% |
| All | +18.7% | +43.6% | -24.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling