+417.5%
LIN vs CBRE
+397.3%
+20.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +0.2% | +5.2% | -5.0% | -1.5% |
| 30D | +6.5% | +6.2% | +0.2% | +4.0% |
| 3M | +5.5% | -8.1% | +13.6% | +7.8% |
| 6M | +3.3% | -6.6% | +10.0% | +4.5% |
| YTD | +22.0% | -15.7% | +37.8% | +26.4% |
| 1Y | +25.7% | -9.7% | +35.4% | +26.8% |
| 3Y | +36.2% | +80.4% | -44.2% | +2.5% |
| 5Y | +66.1% | +27.0% | +39.0% | +40.3% |
| All | +417.5% | +397.3% | +20.2% | +186.4% |
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 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