+1,217.8%
LNT vs CBRE
+2,001.9%
-784.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.3% |
| 30D | +9.6% | +3.3% | +6.3% | +9.0% |
| 3M | +5.4% | -12.4% | +17.8% | +7.1% |
| 6M | +3.1% | -5.4% | +8.5% | +3.5% |
| YTD | +16.5% | -17.2% | +33.7% | +18.6% |
| 1Y | +12.3% | -13.1% | +25.4% | +13.5% |
| 3Y | +70.3% | +81.6% | -11.3% | +54.1% |
| 5Y | +56.4% | +26.4% | +30.0% | +47.3% |
| 10Y | +184.3% | +381.6% | -197.3% | +119.9% |
| All | +1,217.8% | +2,001.9% | -784.1% | +679.3% |
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