+65.7%
CTAS vs LII
+5.3%
+60.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -0.2% | -12.6% | +12.4% | +2.8% |
| 3M | +11.7% | -24.4% | +36.1% | +17.5% |
| 6M | +0.7% | -28.7% | +29.4% | +7.1% |
| YTD | +7.4% | -19.1% | +26.6% | +10.0% |
| 1Y | -2.1% | -29.7% | +27.6% | +3.9% |
| All | +65.7% | +5.3% | +60.4% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling