+3,588.8%
LNG vs CBRE
+2,146.2%
+1,442.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -4.1% |
| 7D | -6.2% | -1.5% | -4.6% | -5.7% |
| 30D | +8.0% | -4.0% | +12.0% | +9.3% |
| 3M | +16.9% | +8.0% | +8.9% | +12.5% |
| 6M | +8.7% | +4.0% | +4.7% | +5.3% |
| YTD | +43.0% | -11.5% | +54.5% | +45.8% |
| 1Y | +19.4% | -13.0% | +32.4% | +22.1% |
| 3Y | +74.7% | +66.9% | +7.8% | +35.3% |
| 5Y | +222.4% | +45.0% | +177.4% | +155.6% |
| 10Y | +532.2% | +385.0% | +147.2% | +196.0% |
| All | +3,588.8% | +2,146.2% | +1,442.6% | +568.6% |
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