+3,335.8%
LLY vs CBRE
+2,039.6%
+1,296.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.5% | +5.2% | -9.7% | -5.2% |
| 30D | +13.9% | +6.2% | +7.7% | +12.9% |
| 3M | +13.8% | -8.1% | +21.9% | +15.0% |
| 6M | +37.6% | -6.6% | +44.3% | +38.5% |
| YTD | +26.6% | -15.7% | +42.3% | +28.9% |
| 1Y | +45.3% | -9.7% | +55.0% | +46.4% |
| 3Y | +132.2% | +80.4% | +51.8% | +110.2% |
| 5Y | +434.7% | +27.0% | +407.6% | +402.8% |
| 10Y | +2,084.3% | +412.9% | +1,671.4% | +1,539.4% |
| All | +3,335.8% | +2,039.6% | +1,296.1% | +1,649.3% |
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