+19.5%
LSCC vs CBRE
+27.7%
-8.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -6.7% |
| 7D | -4.8% | +6.0% | -10.9% | -7.9% |
| 30D | -27.1% | +4.4% | -31.5% | -29.2% |
| 3M | -23.6% | -9.8% | -13.8% | -20.2% |
| 6M | -19.8% | -4.4% | -15.5% | -20.5% |
| YTD | +33.2% | -15.2% | +48.4% | +38.3% |
| 1Y | +55.2% | -9.1% | +64.4% | +52.9% |
| 3Y | +70.1% | +79.4% | -9.3% | -4.8% |
| 5Y | +19.5% | +27.8% | -8.3% | -14.3% |
| All | +19.5% | +27.7% | -8.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling