+75.9%
LNG vs CBRE
+63.2%
+12.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -6.7% | -1.7% | -5.1% | -6.5% |
| 30D | +3.9% | -3.0% | +6.8% | +4.1% |
| 3M | +15.5% | +2.6% | +12.9% | +14.6% |
| 6M | +10.5% | +2.0% | +8.5% | +9.3% |
| YTD | +43.0% | -13.1% | +56.1% | +45.1% |
| 1Y | +18.9% | -13.8% | +32.7% | +20.7% |
| All | +75.9% | +63.2% | +12.7% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling