+1,697.0%
LHX vs CBRE
+2,146.2%
-449.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.5% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | -10.4% | -4.0% | -6.4% | -9.7% |
| 3M | -14.9% | +8.0% | -23.0% | -16.7% |
| 6M | -29.6% | +4.0% | -33.6% | -30.6% |
| YTD | -11.8% | -11.5% | -0.3% | -10.4% |
| 1Y | -5.1% | -13.0% | +7.9% | -3.4% |
| 3Y | +61.3% | +66.9% | -5.6% | +39.9% |
| 5Y | +22.4% | +45.0% | -22.7% | +7.5% |
| 10Y | +232.2% | +385.0% | -152.8% | +117.6% |
| All | +1,697.0% | +2,146.2% | -449.2% | +551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling