+230.5%
LOW vs CBRE
+404.4%
-174.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | -9.3% | -3.0% | -6.3% | -8.2% |
| 3M | -8.1% | +2.6% | -10.7% | -9.4% |
| 6M | -19.8% | +2.0% | -21.8% | -20.9% |
| YTD | -16.4% | -13.1% | -3.2% | -12.5% |
| 1Y | -24.7% | -13.8% | -10.8% | -21.0% |
| 3Y | -8.8% | +63.9% | -72.7% | -30.7% |
| 5Y | +7.8% | +42.3% | -34.6% | -14.6% |
| All | +230.5% | +404.4% | -174.0% | +46.8% |
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