+2,520.1%
LRCX vs CBRE
+379.0%
+2,141.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +12.7% | -1.8% | +14.5% | +13.9% |
| 30D | -21.3% | +3.3% | -24.6% | -23.1% |
| 3M | -32.9% | -12.4% | -20.5% | -28.7% |
| 6M | -23.4% | -5.4% | -18.0% | -23.9% |
| YTD | +32.4% | -17.2% | +49.6% | +40.6% |
| 1Y | +48.0% | -13.1% | +61.1% | +52.3% |
| 3Y | +243.9% | +81.6% | +162.4% | +113.4% |
| 5Y | +280.6% | +26.4% | +254.2% | +194.0% |
| All | +2,520.1% | +379.0% | +2,141.1% | +890.7% |
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