+31.6%
LNT vs CBRE
+42.7%
-11.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -0.5% | -3.0% | +2.4% | -0.1% |
| 3M | -5.5% | +2.6% | -8.1% | -6.3% |
| 6M | -3.8% | +2.0% | -5.8% | -4.7% |
| YTD | +6.8% | -13.1% | +20.0% | +8.7% |
| 1Y | +9.3% | -13.8% | +23.1% | +11.3% |
| 3Y | +47.9% | +63.9% | -15.9% | +25.8% |
| 5Y | +31.6% | +42.3% | -10.7% | +10.4% |
| All | +31.6% | +42.7% | -11.1% | +10.4% |
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