+61.1%
VZ vs LVS
+1.0%
+60.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | +7.1% | -3.9% | +11.0% | +7.4% |
| 3M | +12.8% | -12.9% | +25.7% | +13.8% |
| 6M | +1.8% | -16.9% | +18.7% | +2.9% |
| YTD | +30.0% | -31.2% | +61.2% | +32.8% |
| 1Y | +24.3% | -16.4% | +40.7% | +25.1% |
| 3Y | +84.3% | -4.4% | +88.7% | +82.1% |
| 5Y | +25.9% | +6.7% | +19.3% | +21.6% |
| 10Y | +61.1% | +1.4% | +59.6% | +46.1% |
| All | +61.1% | +1.0% | +60.0% | +46.1% |
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