+10,847.6%
LRCX vs CBRE
+2,001.9%
+8,845.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +12.7% | -1.8% | +14.5% | +13.4% |
| 30D | -21.3% | +3.3% | -24.6% | -22.3% |
| 3M | -32.9% | -12.4% | -20.5% | -30.5% |
| 6M | -23.4% | -5.4% | -18.0% | -23.5% |
| YTD | +32.4% | -17.2% | +49.6% | +37.4% |
| 1Y | +48.0% | -13.1% | +61.1% | +51.1% |
| 3Y | +243.9% | +81.6% | +162.4% | +175.1% |
| 5Y | +280.6% | +26.4% | +254.2% | +242.8% |
| 10Y | +2,547.5% | +381.6% | +2,165.9% | +1,511.2% |
| All | +10,847.6% | +2,001.9% | +8,845.7% | +2,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling