+39.7%
LVS vs CBRE
+1,225.0%
-1,185.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -0.8% | -1.8% | +0.9% | -0.1% |
| 30D | +10.0% | +3.3% | +6.7% | +8.2% |
| 3M | -11.0% | -12.4% | +1.3% | -6.0% |
| 6M | -20.1% | -5.4% | -14.8% | -19.1% |
| YTD | -36.3% | -17.2% | -19.1% | -32.4% |
| 1Y | -36.8% | -13.1% | -23.7% | -34.5% |
| 3Y | -9.5% | +81.6% | -91.1% | -34.7% |
| 5Y | +9.3% | +26.4% | -17.1% | -7.9% |
| 10Y | -11.0% | +381.6% | -392.6% | -60.4% |
| All | +39.7% | +1,225.0% | -1,185.3% | -65.0% |
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