+612.3%
LULU vs CBRE
+295.7%
+316.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.7% |
| 7D | -16.9% | -1.7% | -15.3% | -16.4% |
| 30D | -22.0% | -3.0% | -19.0% | -21.2% |
| 3M | -17.8% | +2.6% | -20.5% | -18.8% |
| 6M | -41.3% | +2.0% | -43.3% | -41.9% |
| YTD | -52.0% | -13.1% | -38.9% | -49.8% |
| 1Y | -39.8% | -13.8% | -26.0% | -36.9% |
| 3Y | -74.8% | +63.9% | -138.7% | -79.8% |
| 5Y | -76.3% | +42.3% | -118.6% | -80.1% |
| 10Y | +53.9% | +401.2% | -347.3% | -24.4% |
| All | +612.3% | +295.7% | +316.6% | +186.4% |
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