+231.7%
LNG vs CBRE
+39.8%
+191.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.5% | -7.2% | +2.8% | -3.2% |
| 30D | +4.7% | -6.4% | +11.1% | +5.8% |
| 3M | +15.1% | +2.9% | +12.2% | +13.9% |
| 6M | +13.6% | +2.5% | +11.0% | +11.8% |
| YTD | +44.0% | -14.2% | +58.1% | +46.8% |
| 1Y | +18.4% | -15.1% | +33.5% | +20.8% |
| 3Y | +75.9% | +61.9% | +14.0% | +51.4% |
| 5Y | +231.7% | +42.4% | +189.3% | +173.9% |
| All | +231.7% | +39.8% | +191.9% | +173.9% |
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