+73.3%
VZ vs LVS
-12.8%
+86.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +0.9% | -3.9% | +4.8% | +1.2% |
| 30D | +6.9% | +7.1% | -0.1% | +6.4% |
| 3M | +0.6% | -13.2% | +13.8% | +1.5% |
| 6M | +0.3% | -22.8% | +23.1% | +1.9% |
| YTD | +21.9% | -38.0% | +59.9% | +25.3% |
| 1Y | +21.7% | -39.5% | +61.2% | +25.3% |
| 3Y | +58.5% | -12.2% | +70.7% | +57.4% |
| 5Y | +22.4% | +6.4% | +16.0% | +18.0% |
| All | +73.3% | -12.8% | +86.2% | +64.8% |
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