+179.1%
LRCX vs CBRE
-15.0%
+194.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.6% |
| 7D | +1.8% | -7.2% | +9.1% | +2.0% |
| 30D | -4.3% | -6.4% | +2.1% | -4.3% |
| 3M | -7.3% | +2.9% | -10.3% | -8.4% |
| 6M | +38.6% | +2.5% | +36.0% | +37.6% |
| YTD | +74.4% | -14.2% | +88.6% | +77.4% |
| 1Y | +179.1% | -15.1% | +194.3% | +187.9% |
| All | +179.1% | -15.0% | +194.1% | +187.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling