+820.2%
CTAS vs LII
+172.8%
+647.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | +10.7% | -1.7% | +12.4% | +11.0% |
| 3M | +11.0% | -18.3% | +29.3% | +19.9% |
| 6M | +38.7% | -32.3% | +71.1% | +58.3% |
| YTD | +21.8% | -27.1% | +48.9% | +32.6% |
| 1Y | +23.6% | -27.2% | +50.8% | +34.4% |
| 3Y | +74.9% | -8.9% | +83.9% | +60.6% |
| 5Y | +119.5% | +19.7% | +99.8% | +68.3% |
| 10Y | +820.2% | +168.9% | +651.3% | +374.6% |
| All | +820.2% | +172.8% | +647.4% | +374.6% |
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