Derivatives (Details Textual) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2011
Derivatives (Textuals) [Abstract]
Hedged value of revolving credit facility	$ 100	100
Variable portion of the interest rate swap tied		1-Month LIBOR
Commodity Futures Contracts [Member]
Derivatives (Textuals) [Abstract]
Cash Flow Hedge derivative gains expected to be reclassified into earnings within the next 12 months	3.6
Derivatives scheduled to mature		November 2012
Interest Rate Swap [Member]
Derivatives (Textuals) [Abstract]
Cash Flow Hedge derivative gains expected to be reclassified into earnings within the next 12 months	1.4
Notional amount cash flow Hedge	$ 100	100
Variable interest rate swap with financial institution at fixed interest rate	2.66%	2.66%

Derivatives.

Name:	lii_DerivativesTextualsAbstract
Namespace Prefix:	lii
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Hedged value of revolving credit facility.

+ Details

Name:	lii_HedgedValueOfRevolvingCreditFacility
Namespace Prefix:	lii
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

The estimated net amount of existing gains (losses) on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph b(2)

+ Details

Name:	us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ Details

Name:	us-gaap_DerivativeDescriptionOfVariableRateBasis
Namespace Prefix:	us-gaap
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Fixed interest rate related to the interest rate derivative.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph b(3)

+ Details

Name:	us-gaap_MaximumLengthOfTimeHedgedInCashFlowHedge
Namespace Prefix:	us-gaap
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	duration

- Definition

Aggregate notional amount of all derivatives designated as cash flow hedging instruments. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

+ Details

Name:	us-gaap_NotionalAmountOfCashFlowHedgeInstruments
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant