+285.6%
VZ vs LVS
+56.6%
+229.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +2.1% | +11.1% | -8.9% | +1.3% |
| 30D | +1.4% | +14.7% | -13.3% | +0.3% |
| 3M | -1.3% | -10.9% | +9.7% | -0.4% |
| 6M | -0.5% | -22.3% | +21.8% | +1.3% |
| YTD | +19.6% | -35.8% | +55.5% | +23.3% |
| 1Y | +22.4% | -33.5% | +55.8% | +25.8% |
| 3Y | +55.9% | -11.7% | +67.6% | +55.1% |
| 5Y | +20.4% | +2.6% | +17.8% | +16.4% |
| 10Y | +66.9% | -11.9% | +78.7% | +59.2% |
| All | +285.6% | +56.6% | +229.0% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling