+71.8%
LMT vs CBRE
+42.7%
+29.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -1.3% | -1.7% | +0.3% | -1.3% |
| 30D | -12.5% | -3.0% | -9.6% | -12.4% |
| 3M | -0.5% | +2.6% | -3.1% | -0.7% |
| 6M | -20.0% | +2.0% | -22.0% | -20.3% |
| YTD | +10.4% | -13.1% | +23.5% | +11.1% |
| 1Y | +17.7% | -13.8% | +31.5% | +18.5% |
| 3Y | +34.3% | +63.9% | -29.6% | +28.0% |
| 5Y | +71.8% | +42.3% | +29.5% | +58.8% |
| All | +71.8% | +42.7% | +29.1% | +58.8% |
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