+446.1%
LITE vs CBRE
+27.7%
+418.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.4% | -15.3% | -17.3% |
| 7D | -44.6% | +6.0% | -50.6% | -46.2% |
| 30D | -55.0% | +4.4% | -59.4% | -56.2% |
| 3M | -38.3% | -9.8% | -28.5% | -36.5% |
| 6M | -48.8% | -4.4% | -44.4% | -49.7% |
| YTD | +38.3% | -15.2% | +53.5% | +41.6% |
| 1Y | +119.0% | -9.1% | +128.1% | +114.2% |
| 3Y | +1,092.0% | +79.4% | +1,012.6% | +657.6% |
| 5Y | +446.1% | +27.8% | +418.3% | +302.1% |
| All | +446.1% | +27.7% | +418.4% | +302.1% |
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