+2,813.2%
CTAS vs LII
+2,734.1%
+79.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +12.8% | -4.6% | +17.4% | +14.1% |
| 3M | +10.3% | -21.2% | +31.5% | +18.2% |
| 6M | +32.0% | -36.4% | +68.4% | +48.9% |
| YTD | +19.1% | -28.9% | +48.1% | +28.8% |
| 1Y | +21.5% | -29.5% | +51.0% | +31.6% |
| 3Y | +76.0% | -8.6% | +84.6% | +71.3% |
| 5Y | +110.9% | +20.2% | +90.7% | +84.9% |
| 10Y | +849.8% | +166.2% | +683.6% | +557.9% |
| All | +2,813.2% | +2,734.1% | +79.1% | +966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling