+1,816.2%
LMT vs CBRE
+2,234.5%
-418.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -6.3% | -2.0% | -4.3% | -6.0% |
| 30D | -8.5% | -2.2% | -6.3% | -8.3% |
| 3M | +1.8% | +12.9% | -11.1% | -0.1% |
| 6M | -19.9% | +4.3% | -24.2% | -20.7% |
| YTD | +10.6% | -8.0% | +18.6% | +11.1% |
| 1Y | +17.9% | -8.6% | +26.5% | +18.5% |
| 3Y | +27.0% | +71.9% | -44.9% | +15.0% |
| 5Y | +68.7% | +50.0% | +18.7% | +53.7% |
| 10Y | +181.1% | +390.1% | -209.0% | +112.6% |
| All | +1,816.2% | +2,234.5% | -418.3% | +1,069.3% |
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