+427.2%
LIN vs CBRE
+387.8%
+39.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.3% | -4.6% | +5.0% | +1.9% |
| 30D | +8.0% | +3.0% | +5.1% | +6.6% |
| 3M | +7.7% | -8.7% | +16.4% | +10.3% |
| 6M | +5.1% | -7.9% | +13.0% | +6.8% |
| YTD | +24.7% | -16.3% | +41.0% | +29.4% |
| 1Y | +25.1% | -13.1% | +38.2% | +28.0% |
| 3Y | +36.8% | +83.1% | -46.3% | +2.3% |
| 5Y | +67.9% | +27.7% | +40.1% | +41.4% |
| 10Y | +427.2% | +386.9% | +40.3% | +191.5% |
| All | +427.2% | +387.8% | +39.4% | +191.5% |
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