+550.0%
LNG vs CBRE
+407.4%
+142.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -4.7% | -5.0% | +0.3% | -3.1% |
| 30D | +3.8% | -4.7% | +8.5% | +5.2% |
| 3M | +16.2% | +6.5% | +9.6% | +12.7% |
| 6M | +11.7% | +6.1% | +5.6% | +7.8% |
| YTD | +44.2% | -12.6% | +56.8% | +47.5% |
| 1Y | +18.6% | -15.3% | +33.9% | +22.3% |
| 3Y | +77.4% | +64.6% | +12.8% | +39.3% |
| 5Y | +232.3% | +45.0% | +187.3% | +165.6% |
| All | +550.0% | +407.4% | +142.5% | +195.5% |
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