+25.5%
LSCC vs CBRE
+26.4%
-0.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.5% |
| 7D | +13.0% | +5.2% | +7.8% | +9.8% |
| 30D | -19.8% | +6.2% | -26.1% | -23.0% |
| 3M | -18.4% | -8.1% | -10.3% | -15.7% |
| 6M | -16.1% | -6.6% | -9.5% | -15.5% |
| YTD | +42.7% | -15.7% | +58.5% | +48.7% |
| 1Y | +68.0% | -9.7% | +77.7% | +65.9% |
| 3Y | +85.8% | +80.4% | +5.5% | +3.3% |
| All | +25.5% | +26.4% | -0.9% | -9.7% |
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