+73.5%
LSCC vs CBRE
+80.2%
-6.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -7.4% |
| 7D | -4.8% | +6.0% | -10.9% | -6.8% |
| 30D | -27.1% | +4.4% | -31.5% | -28.4% |
| 3M | -23.6% | -9.8% | -13.8% | -21.1% |
| 6M | -19.8% | -4.4% | -15.5% | -20.0% |
| YTD | +33.2% | -15.2% | +48.4% | +37.2% |
| 1Y | +55.2% | -9.1% | +64.4% | +52.3% |
| All | +73.5% | +80.2% | -6.7% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling