+144.2%
LNT vs CBRE
+407.4%
-263.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -1.0% | -5.0% | +3.9% | +0.1% |
| 30D | -4.2% | -4.7% | +0.4% | -3.4% |
| 3M | -6.7% | +6.5% | -13.2% | -8.3% |
| 6M | -3.6% | +6.1% | -9.6% | -5.4% |
| YTD | +5.9% | -12.6% | +18.5% | +7.8% |
| 1Y | +7.3% | -15.3% | +22.6% | +9.9% |
| 3Y | +46.5% | +64.6% | -18.1% | +25.0% |
| 5Y | +32.5% | +45.0% | -12.5% | +14.2% |
| All | +144.2% | +407.4% | -263.3% | +61.6% |
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 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