+2,898.2%
LITE vs CBRE
+254.3%
+2,643.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.4% | -15.3% | -17.2% |
| 7D | -44.6% | +6.0% | -50.6% | -46.3% |
| 30D | -55.0% | +4.4% | -59.4% | -56.2% |
| 3M | -38.3% | -9.8% | -28.5% | -36.6% |
| 6M | -48.8% | -4.4% | -44.4% | -49.7% |
| YTD | +38.3% | -15.2% | +53.5% | +40.9% |
| 1Y | +119.0% | -9.1% | +128.1% | +115.4% |
| 3Y | +1,092.0% | +79.4% | +1,012.6% | +739.1% |
| 5Y | +446.1% | +27.8% | +418.3% | +342.2% |
| 10Y | +1,381.7% | +416.1% | +965.6% | +563.8% |
| All | +2,898.2% | +254.3% | +2,643.9% | +1,292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling