-76.7%
LULU vs CBRE
+43.6%
-120.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.3% |
| 7D | -1.6% | -5.0% | +3.3% | +0.8% |
| 30D | -18.1% | -4.7% | -13.4% | -16.3% |
| 3M | -18.8% | +6.5% | -25.3% | -21.6% |
| 6M | -39.2% | +6.1% | -45.3% | -41.3% |
| YTD | -52.4% | -12.6% | -39.8% | -49.7% |
| 1Y | -40.3% | -15.3% | -25.0% | -36.1% |
| 3Y | -75.1% | +64.6% | -139.7% | -81.9% |
| All | -76.7% | +43.6% | -120.3% | -82.2% |
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