+1,402.3%
LITE vs CBRE
+397.3%
+1,005.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -35.9% | +5.2% | -41.1% | -37.8% |
| 30D | -51.5% | +6.2% | -57.8% | -53.3% |
| 3M | -35.7% | -8.1% | -27.6% | -34.5% |
| 6M | -43.0% | -6.6% | -36.3% | -43.3% |
| YTD | +46.1% | -15.7% | +61.8% | +49.4% |
| 1Y | +124.7% | -9.7% | +134.4% | +121.2% |
| 3Y | +1,172.1% | +80.4% | +1,091.7% | +768.3% |
| 5Y | +477.0% | +27.0% | +450.0% | +360.3% |
| All | +1,402.3% | +397.3% | +1,005.1% | +558.9% |
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