+2,006.3%
LLY vs CBRE
+421.6%
+1,584.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.9% |
| 7D | +0.1% | +1.0% | -1.0% | -0.1% |
| 30D | +19.7% | +5.6% | +14.1% | +18.5% |
| 3M | +19.3% | -6.8% | +26.0% | +20.5% |
| 6M | +49.3% | -5.6% | +54.9% | +50.3% |
| YTD | +32.0% | -14.1% | +46.1% | +34.6% |
| 1Y | +53.7% | -9.5% | +63.2% | +55.1% |
| 3Y | +143.7% | +91.8% | +52.0% | +112.1% |
| 5Y | +463.9% | +30.3% | +433.6% | +419.8% |
| 10Y | +2,006.3% | +406.9% | +1,599.5% | +1,352.5% |
| All | +2,006.3% | +421.6% | +1,584.8% | +1,352.5% |
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