+1,493.1%
LITE vs CBRE
+379.0%
+1,114.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.7% |
| 7D | +10.8% | -1.8% | +12.5% | +11.8% |
| 30D | -33.4% | +3.3% | -36.7% | -35.0% |
| 3M | -32.2% | -12.4% | -19.9% | -29.3% |
| 6M | -42.1% | -5.4% | -36.7% | -42.9% |
| YTD | +61.9% | -17.2% | +79.1% | +67.0% |
| 1Y | +163.0% | -13.1% | +176.1% | +164.2% |
| 3Y | +1,358.0% | +81.6% | +1,276.5% | +889.9% |
| 5Y | +549.9% | +26.4% | +523.5% | +419.5% |
| All | +1,493.1% | +379.0% | +1,114.1% | +556.1% |
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