+255.9%
LRCX vs CBRE
+81.9%
+174.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +26.2% | -2.8% | +29.0% | +27.5% |
| 30D | -22.4% | +2.2% | -24.6% | -23.0% |
| 3M | -28.2% | -10.1% | -18.2% | -26.0% |
| 6M | -19.0% | -8.0% | -11.0% | -18.0% |
| YTD | +37.0% | -17.6% | +54.5% | +44.4% |
| 1Y | +45.5% | -14.7% | +60.2% | +50.5% |
| All | +255.9% | +81.9% | +174.0% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling