+490.8%
LITE vs CBRE
+26.4%
+464.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -35.9% | +5.2% | -41.1% | -37.6% |
| 30D | -51.5% | +6.2% | -57.8% | -53.1% |
| 3M | -35.7% | -8.1% | -27.6% | -34.4% |
| 6M | -43.0% | -6.6% | -36.3% | -43.2% |
| YTD | +46.1% | -15.7% | +61.8% | +50.0% |
| 1Y | +124.7% | -9.7% | +134.4% | +120.3% |
| 3Y | +1,172.1% | +80.4% | +1,091.7% | +705.1% |
| All | +490.8% | +26.4% | +464.4% | +336.6% |
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 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