+189.0%
LMT vs CBRE
+398.3%
-209.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -0.5% | -7.2% | +6.7% | +1.0% |
| 30D | -10.8% | -6.4% | -4.3% | -9.7% |
| 3M | +1.6% | +2.9% | -1.3% | +0.6% |
| 6M | -17.6% | +2.5% | -20.1% | -18.5% |
| YTD | +11.6% | -14.2% | +25.8% | +14.1% |
| 1Y | +17.2% | -15.1% | +32.4% | +19.9% |
| 3Y | +35.7% | +61.9% | -26.2% | +15.8% |
| 5Y | +75.2% | +42.4% | +32.8% | +50.6% |
| All | +189.0% | +398.3% | -209.3% | +73.7% |
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