Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Details)	12 Months Ended
Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
LVSC 2004 Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	23.80%	24.10%	25.80%
Expected term (in years)	5 years 6 months	5 years 6 months	6 years 8 months 12 days
Risk-free rate	1.30%	2.10%	2.90%
Expected dividend yield	4.60%	5.20%	5.70%
SCL Equity Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	0.00%	36.90%	36.00%
Expected term (in years)	0 years	4 years 9 months 18 days	4 years 8 months 12 days
Risk-free rate	0.00%	1.70%	1.70%
Expected dividend yield	0.00%	5.00%	5.80%

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Rate of weighted-average expected volatility for award under share-based payment arrangement.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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