+546.2%
LITE vs CBRE
+30.4%
+515.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +9.9% |
| 7D | -12.9% | +1.0% | -13.9% | -13.1% |
| 30D | -46.0% | +5.6% | -51.6% | -47.5% |
| 3M | -33.0% | -6.8% | -26.3% | -32.0% |
| 6M | -34.0% | -5.6% | -28.5% | -34.5% |
| YTD | +61.7% | -14.1% | +75.8% | +64.8% |
| 1Y | +148.3% | -9.5% | +157.8% | +144.4% |
| 3Y | +1,408.5% | +91.8% | +1,316.7% | +823.1% |
| 5Y | +546.2% | +30.3% | +515.8% | +374.0% |
| All | +546.2% | +30.4% | +515.8% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling