+119.5%
CTAS vs LII
+20.3%
+99.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | +10.7% | -1.7% | +12.4% | +10.9% |
| 3M | +11.0% | -18.3% | +29.3% | +17.6% |
| 6M | +38.7% | -32.3% | +71.1% | +53.3% |
| YTD | +21.8% | -27.1% | +48.9% | +29.7% |
| 1Y | +23.6% | -27.2% | +50.8% | +31.5% |
| 3Y | +74.9% | -8.9% | +83.9% | +62.1% |
| 5Y | +119.5% | +19.7% | +99.8% | +81.2% |
| All | +119.5% | +20.3% | +99.2% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling