+7.3%
LVS vs CBRE
+45.3%
-38.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.8% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | -3.9% | -4.0% | +0.1% | -2.3% |
| 3M | -12.9% | +8.0% | -20.9% | -16.3% |
| 6M | -16.9% | +4.0% | -20.9% | -19.1% |
| YTD | -31.2% | -11.5% | -19.7% | -28.9% |
| 1Y | -16.4% | -13.0% | -3.4% | -13.2% |
| 3Y | -4.4% | +66.9% | -71.3% | -32.5% |
| All | +7.3% | +45.3% | -38.0% | -20.7% |
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