+2,074.3%
LMT vs CBRE
+2,001.9%
+72.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +5.1% | -1.8% | +6.9% | +5.4% |
| 30D | +14.1% | +3.3% | +10.8% | +13.4% |
| 3M | +0.3% | -12.4% | +12.6% | +1.9% |
| 6M | +16.1% | -5.4% | +21.5% | +16.4% |
| YTD | +25.5% | -17.2% | +42.7% | +27.7% |
| 1Y | +34.1% | -13.1% | +47.2% | +35.5% |
| 3Y | +45.1% | +81.6% | -36.5% | +30.1% |
| 5Y | +100.9% | +26.4% | +74.5% | +87.3% |
| 10Y | +199.4% | +381.6% | -182.2% | +127.0% |
| All | +2,074.3% | +2,001.9% | +72.4% | +1,243.4% |
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 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