+482.6%
LLY vs CBRE
+26.1%
+456.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +6.6% | -1.8% | +8.4% | +6.9% |
| 30D | +19.4% | +3.3% | +16.1% | +18.7% |
| 3M | +19.6% | -12.4% | +31.9% | +22.1% |
| 6M | +42.6% | -5.4% | +47.9% | +43.4% |
| YTD | +35.0% | -17.2% | +52.2% | +38.4% |
| 1Y | +42.0% | -13.1% | +55.1% | +44.3% |
| 3Y | +140.5% | +81.6% | +58.9% | +115.7% |
| All | +482.6% | +26.1% | +456.5% | +457.9% |
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