+1,670.7%
LITE vs CBRE
+387.8%
+1,282.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.8% | +10.7% |
| 7D | +3.4% | -4.6% | +8.0% | +6.0% |
| 30D | -34.9% | +3.0% | -37.9% | -36.3% |
| 3M | -21.0% | -8.7% | -12.3% | -19.3% |
| 6M | -38.5% | -7.9% | -30.6% | -38.4% |
| YTD | +75.8% | -16.3% | +92.1% | +80.5% |
| 1Y | +156.7% | -13.1% | +169.8% | +158.3% |
| 3Y | +1,498.6% | +83.1% | +1,415.4% | +980.9% |
| 5Y | +610.9% | +27.7% | +583.2% | +465.5% |
| 10Y | +1,670.7% | +386.9% | +1,283.8% | +617.6% |
| All | +1,670.7% | +387.8% | +1,282.9% | +617.6% |
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