+129.4%
LITE vs CBRE
-9.3%
+138.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +11.2% |
| 7D | -12.9% | +1.0% | -13.9% | -12.6% |
| 30D | -46.0% | +5.6% | -51.6% | -44.5% |
| 3M | -33.0% | -6.8% | -26.3% | -33.5% |
| 6M | -34.0% | -5.6% | -28.5% | -33.1% |
| YTD | +61.7% | -14.1% | +75.8% | +58.9% |
| All | +129.4% | -9.3% | +138.7% | +118.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling