+38.6%
LSCC vs CBRE
+27.5%
+11.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.0% |
| 7D | +5.0% | -0.5% | +5.6% | +5.5% |
| 30D | -11.7% | +3.1% | -14.8% | -13.6% |
| 3M | -13.3% | -6.4% | -6.9% | -11.4% |
| 6M | -12.5% | -7.9% | -4.6% | -11.1% |
| YTD | +51.2% | -16.2% | +67.4% | +58.1% |
| 1Y | +65.9% | -11.2% | +77.1% | +66.1% |
| 3Y | +95.3% | +83.4% | +11.9% | +7.0% |
| 5Y | +38.6% | +28.4% | +10.2% | -0.3% |
| All | +38.6% | +27.5% | +11.1% | -0.3% |
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