+1,110.6%
LNT vs CBRE
+2,234.5%
-1,123.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | +0.2% |
| 30D | -3.2% | -2.2% | -1.0% | -2.9% |
| 3M | -4.1% | +12.9% | -17.0% | -5.9% |
| 6M | -4.6% | +4.3% | -8.9% | -5.4% |
| YTD | +7.0% | -8.0% | +15.0% | +7.5% |
| 1Y | +8.3% | -8.6% | +16.8% | +8.8% |
| 3Y | +51.0% | +71.9% | -20.9% | +37.7% |
| 5Y | +30.2% | +50.0% | -19.8% | +19.8% |
| 10Y | +143.6% | +390.1% | -246.5% | +87.8% |
| All | +1,110.6% | +2,234.5% | -1,123.9% | +606.5% |
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