+417.3%
LIN vs CBRE
+421.6%
-4.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +7.6% | +5.6% | +1.9% | +5.3% |
| 3M | +6.5% | -6.8% | +13.3% | +8.3% |
| 6M | +6.2% | -5.6% | +11.8% | +7.0% |
| YTD | +23.2% | -14.1% | +37.3% | +26.8% |
| 1Y | +25.4% | -9.5% | +34.9% | +26.5% |
| 3Y | +38.3% | +91.8% | -53.5% | +1.7% |
| 5Y | +64.4% | +30.3% | +34.1% | +37.7% |
| 10Y | +417.3% | +406.9% | +10.5% | +181.0% |
| All | +417.3% | +421.6% | -4.3% | +181.0% |
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