+2,866.2%
CTAS vs LII
+2,790.7%
+75.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +15.5% | -4.6% | +20.1% | +16.9% |
| 3M | +12.7% | -21.7% | +34.4% | +21.0% |
| 6M | +34.5% | -32.8% | +67.3% | +49.0% |
| YTD | +21.3% | -27.5% | +48.8% | +30.3% |
| 1Y | +23.1% | -28.0% | +51.1% | +32.4% |
| 3Y | +79.3% | -7.2% | +86.6% | +73.7% |
| 5Y | +114.7% | +22.6% | +92.1% | +87.1% |
| 10Y | +867.1% | +171.5% | +695.6% | +565.8% |
| All | +2,866.2% | +2,790.7% | +75.6% | +979.6% |
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 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