+65.5%
VZ vs LVS
-12.6%
+78.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +2.2% | +5.2% | -2.9% | +1.9% |
| 30D | +10.6% | +12.0% | -1.4% | +9.7% |
| 3M | -0.6% | -11.5% | +10.9% | +0.1% |
| 6M | +0.7% | -23.2% | +24.0% | +2.4% |
| YTD | +20.6% | -36.7% | +57.3% | +23.8% |
| 1Y | +22.7% | -36.8% | +59.5% | +26.0% |
| 3Y | +57.2% | -10.5% | +67.8% | +56.0% |
| 5Y | +21.4% | +5.1% | +16.3% | +17.2% |
| 10Y | +65.5% | -14.0% | +79.5% | +57.5% |
| All | +65.5% | -12.6% | +78.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling