+99.9%
LMT vs CBRE
+26.1%
+73.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +5.1% | -1.8% | +6.9% | +5.2% |
| 30D | +14.1% | +3.3% | +10.8% | +13.8% |
| 3M | +0.3% | -12.4% | +12.6% | +0.9% |
| 6M | +16.1% | -5.4% | +21.5% | +16.2% |
| YTD | +25.5% | -17.2% | +42.7% | +26.4% |
| 1Y | +34.1% | -13.1% | +47.2% | +34.7% |
| 3Y | +45.1% | +81.6% | -36.5% | +37.6% |
| All | +99.9% | +26.1% | +73.7% | +86.4% |
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