+1,610.3%
LLY vs CBRE
+397.8%
+1,212.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -2.0% | -0.2% | -1.8% |
| 30D | -1.6% | -2.2% | +0.6% | -1.3% |
| 3M | +2.3% | +12.9% | -10.6% | -0.2% |
| 6M | +14.9% | +4.3% | +10.6% | +13.6% |
| YTD | +7.5% | -8.0% | +15.5% | +8.3% |
| 1Y | +55.7% | -8.6% | +64.2% | +56.9% |
| 3Y | +110.6% | +71.9% | +38.7% | +86.8% |
| 5Y | +363.4% | +50.0% | +313.4% | +315.9% |
| All | +1,610.3% | +397.8% | +1,212.4% | +1,095.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling