+21.2%
LSCC vs CBRE
+72.5%
-51.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | -9.7% | -2.2% | -7.5% | -9.3% |
| 3M | -23.7% | +12.9% | -36.6% | -28.8% |
| 6M | +26.5% | +4.3% | +22.2% | +22.3% |
| YTD | +57.5% | -8.0% | +65.6% | +57.7% |
| 1Y | +75.7% | -8.6% | +84.2% | +75.7% |
| All | +21.2% | +72.5% | -51.3% | -15.8% |
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