+1,351.6%
LSCC vs CBRE
+379.0%
+972.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +7.0% | -1.8% | +8.7% | +8.1% |
| 30D | -2.3% | +3.3% | -5.6% | -4.5% |
| 3M | -12.5% | -12.4% | -0.2% | -7.3% |
| 6M | -10.6% | -5.4% | -5.2% | -10.7% |
| YTD | +52.7% | -17.2% | +69.9% | +60.4% |
| 1Y | +74.0% | -13.1% | +87.1% | +77.5% |
| 3Y | +104.8% | +81.6% | +23.2% | +31.6% |
| 5Y | +36.2% | +26.4% | +9.8% | +7.3% |
| All | +1,351.6% | +379.0% | +972.5% | +569.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling