+69.6%
LSCC vs CBRE
-6.2%
+75.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | +1.6% |
| 7D | +3.0% | +14.1% | -11.1% | +4.3% |
| 30D | -19.3% | +9.0% | -28.3% | -18.4% |
| 3M | -22.3% | -6.6% | -15.7% | -22.6% |
| 6M | -14.6% | +0.8% | -15.3% | -14.1% |
| YTD | +45.8% | -12.2% | +58.0% | +33.2% |
| 1Y | +69.6% | -6.8% | +76.4% | +47.5% |
| All | +69.6% | -6.2% | +75.8% | +47.5% |
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