+39.2%
LVS vs CBRE
+1,239.5%
-1,200.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -1.3% | -4.6% | +3.4% | +0.8% |
| 30D | +12.2% | +3.0% | +9.2% | +10.5% |
| 3M | -11.3% | -8.7% | -2.6% | -8.0% |
| 6M | -21.6% | -7.9% | -13.7% | -19.6% |
| YTD | -36.6% | -16.3% | -20.3% | -33.0% |
| 1Y | -38.4% | -13.1% | -25.3% | -36.1% |
| 3Y | -10.2% | +83.1% | -93.3% | -35.4% |
| 5Y | +9.4% | +27.7% | -18.3% | -8.2% |
| 10Y | -11.3% | +386.9% | -398.2% | -60.7% |
| All | +39.2% | +1,239.5% | -1,200.4% | -65.3% |
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