+4,035.5%
LNG vs CBRE
+2,001.9%
+2,033.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +11.3% | -1.8% | +13.1% | +12.0% |
| 30D | +10.6% | +3.3% | +7.3% | +8.6% |
| 3M | +16.1% | -12.4% | +28.5% | +20.7% |
| 6M | +29.6% | -5.4% | +34.9% | +29.7% |
| YTD | +60.3% | -17.2% | +77.5% | +66.2% |
| 1Y | +46.1% | -13.1% | +59.2% | +48.5% |
| 3Y | +85.9% | +81.6% | +4.4% | +38.7% |
| 5Y | +210.8% | +26.4% | +184.4% | +157.8% |
| 10Y | +808.8% | +381.6% | +427.2% | +323.8% |
| All | +4,035.5% | +2,001.9% | +2,033.6% | +662.3% |
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