Lee went for laughs and seemed to delight in poking fun at himself. When the act called for him to dance with the Rockettes famous high-stepping chorus line he said, “I’m no good—but I’ve got guts!” He and Ray Arnett created a new act every few years, but certain tried-and-true schticks never varied. Flashing diamonds on every finger, he’d tell an audience to “Look all you like. After all, you bought them.” At the end of the act he’d walk to center stage, grin confidingly, and say, “I’ve had so much fun tonight, that honestly, I’m ashamed to take the money.”