+15,410.4%
LRCX vs CBRE
+2,146.2%
+13,264.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +7.9% | +5.4% |
| 7D | +10.4% | -1.5% | +11.9% | +10.8% |
| 30D | +2.9% | -4.0% | +6.9% | +3.8% |
| 3M | -1.2% | +8.0% | -9.2% | -5.0% |
| 6M | +60.9% | +4.0% | +56.9% | +56.4% |
| YTD | +87.5% | -11.5% | +99.1% | +91.1% |
| 1Y | +206.6% | -13.0% | +219.6% | +213.6% |
| 3Y | +392.1% | +66.9% | +325.2% | +305.0% |
| 5Y | +478.4% | +45.0% | +433.4% | +400.4% |
| 10Y | +3,821.0% | +385.0% | +3,436.0% | +2,277.9% |
| All | +15,410.4% | +2,146.2% | +13,264.2% | +3,585.3% |
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 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