+69.8%
LSCC vs CBRE
-9.3%
+79.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.5% | +8.6% |
| 7D | +19.3% | +1.0% | +18.3% | +19.5% |
| 30D | -9.6% | +5.6% | -15.3% | -9.0% |
| 3M | -12.4% | -6.8% | -5.7% | -12.8% |
| 6M | -10.5% | -5.6% | -4.9% | -10.0% |
| YTD | +54.8% | -14.1% | +68.9% | +40.6% |
| All | +69.8% | -9.3% | +79.2% | +47.0% |
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