+655.6%
CTAS vs LII
+171.3%
+484.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -0.2% | -12.6% | +12.4% | +5.4% |
| 3M | +11.7% | -24.4% | +36.1% | +22.8% |
| 6M | +0.7% | -28.7% | +29.4% | +12.5% |
| YTD | +7.4% | -19.1% | +26.6% | +12.7% |
| 1Y | -2.1% | -29.7% | +27.6% | +8.9% |
| 3Y | +62.9% | +4.8% | +58.2% | +40.9% |
| 5Y | +111.9% | +24.6% | +87.3% | +62.2% |
| All | +655.6% | +171.3% | +484.3% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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