+537.8%
ASTS vs LBRT
+137.7%
+400.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +7.3% | +8.7% | -1.4% | +6.5% |
| 30D | -8.9% | +6.6% | -15.5% | -9.5% |
| 3M | -41.9% | -34.5% | -7.5% | -39.9% |
| 6M | -40.6% | -24.5% | -16.1% | -39.4% |
| YTD | -14.2% | +12.7% | -26.9% | -15.4% |
| 1Y | +48.9% | +94.8% | -46.0% | +41.5% |
| 3Y | +1,461.7% | +31.9% | +1,429.8% | +1,403.8% |
| 5Y | +404.1% | +111.8% | +292.3% | +389.2% |
| All | +537.8% | +137.7% | +400.1% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling