+316.7%
VZ vs LVS
+69.2%
+247.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.2% |
| 30D | +7.9% | -3.2% | +11.1% | +8.2% |
| 3M | +13.6% | -12.0% | +25.6% | +14.7% |
| 6M | +1.1% | -19.9% | +21.0% | +2.7% |
| YTD | +29.3% | -30.6% | +59.9% | +32.5% |
| 1Y | +21.2% | -17.7% | +39.0% | +22.4% |
| 3Y | +75.9% | -14.2% | +90.1% | +75.5% |
| 5Y | +24.1% | +9.6% | +14.5% | +19.2% |
| 10Y | +62.4% | +5.7% | +56.7% | +52.8% |
| All | +316.7% | +69.2% | +247.5% | +262.9% |
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