+388.9%
LRCX vs CBRE
+63.2%
+325.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +9.5% | -1.7% | +11.2% | +10.0% |
| 30D | +3.1% | -3.0% | +6.0% | +3.5% |
| 3M | -3.4% | +2.6% | -6.0% | -6.2% |
| 6M | +49.7% | +2.0% | +47.7% | +45.5% |
| YTD | +84.9% | -13.1% | +98.0% | +91.5% |
| 1Y | +200.8% | -13.8% | +214.7% | +212.0% |
| All | +388.9% | +63.2% | +325.7% | +258.1% |
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