+209.1%
ASTS vs LBRT
+31.0%
+178.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.7% | -1.5% | -13.7% |
| 7D | -29.9% | -34.8% | +4.9% | -26.4% |
| 30D | -52.2% | -43.6% | -8.6% | -49.1% |
| 3M | -55.8% | -41.2% | -14.6% | -53.2% |
| 6M | -52.7% | -66.1% | +13.4% | -47.6% |
| YTD | -58.4% | -37.9% | -20.6% | -56.3% |
| 1Y | -57.1% | -33.9% | -23.2% | -55.0% |
| 3Y | +629.5% | -40.9% | +670.3% | +652.8% |
| 5Y | +147.7% | +2.1% | +145.6% | +155.0% |
| All | +209.1% | +31.0% | +178.1% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling