+131.9%
LITE vs CBRE
-11.6%
+143.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -2.4% |
| 7D | -13.9% | -0.5% | -13.4% | -13.9% |
| 30D | -46.9% | +3.1% | -50.0% | -45.9% |
| 3M | -28.0% | -6.4% | -21.7% | -28.6% |
| 6M | -35.2% | -7.9% | -27.3% | -34.7% |
| YTD | +58.9% | -16.2% | +75.0% | +54.7% |
| All | +131.9% | -11.6% | +143.6% | +120.3% |
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 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