+76.0%
CTAS vs LII
-8.7%
+84.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +12.8% | -4.6% | +17.4% | +13.7% |
| 3M | +10.3% | -21.2% | +31.5% | +16.0% |
| 6M | +32.0% | -36.4% | +68.4% | +44.1% |
| YTD | +19.1% | -28.9% | +48.1% | +25.1% |
| 1Y | +21.5% | -29.5% | +51.0% | +27.8% |
| 3Y | +76.0% | -8.6% | +84.6% | +71.5% |
| All | +76.0% | -8.7% | +84.8% | +71.5% |
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