+52.3%
LVS vs CBRE
+1,371.6%
-1,319.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.5% | -2.0% | +0.5% | -0.7% |
| 30D | -3.2% | -2.2% | -1.0% | -2.4% |
| 3M | -12.0% | +12.9% | -24.9% | -17.1% |
| 6M | -19.9% | +4.3% | -24.2% | -22.1% |
| YTD | -30.6% | -8.0% | -22.6% | -29.5% |
| 1Y | -17.7% | -8.6% | -9.2% | -16.6% |
| 3Y | -14.2% | +71.9% | -86.1% | -36.4% |
| 5Y | +9.6% | +50.0% | -40.4% | -14.2% |
| 10Y | +5.7% | +390.1% | -384.4% | -53.4% |
| All | +52.3% | +1,371.6% | -1,319.4% | -63.5% |
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