+549.4%
LYV vs CBRE
+407.4%
+142.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.9% |
| 7D | -1.9% | -5.0% | +3.0% | +0.7% |
| 30D | -8.2% | -4.7% | -3.5% | -6.1% |
| 3M | -1.3% | +6.5% | -7.8% | -5.4% |
| 6M | +2.6% | +6.1% | -3.4% | -2.1% |
| YTD | +19.4% | -12.6% | +32.0% | +24.3% |
| 1Y | -2.2% | -15.3% | +13.1% | +3.4% |
| 3Y | +106.0% | +64.6% | +41.4% | +42.5% |
| 5Y | +97.7% | +45.0% | +52.7% | +44.4% |
| All | +549.4% | +407.4% | +142.0% | +174.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling