+1,476.9%
LSCC vs CBRE
+2,234.5%
-757.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +1.3% | -2.0% | +3.3% | +1.9% |
| 30D | -9.7% | -2.2% | -7.5% | -9.4% |
| 3M | -23.7% | +12.9% | -36.6% | -27.7% |
| 6M | +26.5% | +4.3% | +22.2% | +23.0% |
| YTD | +57.5% | -8.0% | +65.6% | +57.9% |
| 1Y | +75.7% | -8.6% | +84.2% | +76.2% |
| 3Y | +19.5% | +71.9% | -52.4% | -3.5% |
| 5Y | +83.8% | +50.0% | +33.8% | +56.8% |
| 10Y | +1,772.4% | +390.1% | +1,382.3% | +983.4% |
| All | +1,476.9% | +2,234.5% | -757.6% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling