+2,331.0%
LITE vs CBRE
+392.8%
+1,938.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | -1.5% | -2.0% | +0.4% | -0.8% |
| 30D | +6.7% | -2.2% | +8.8% | +6.9% |
| 3M | -6.8% | +12.9% | -19.7% | -14.7% |
| 6M | +29.4% | +4.3% | +25.1% | +23.2% |
| YTD | +139.1% | -8.0% | +147.1% | +137.5% |
| 1Y | +521.0% | -8.6% | +529.6% | +516.3% |
| 3Y | +1,535.3% | +71.9% | +1,463.4% | +1,058.0% |
| 5Y | +889.8% | +50.0% | +839.8% | +636.1% |
| All | +2,331.0% | +392.8% | +1,938.2% | +822.3% |
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