+230.9%
ASTS vs LBRT
+38.1%
+192.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.4% | +1.7% | +6.4% |
| 7D | -21.1% | -29.1% | +8.1% | -17.9% |
| 30D | -46.7% | -38.4% | -8.3% | -43.8% |
| 3M | -52.0% | -40.1% | -11.9% | -49.3% |
| 6M | -54.3% | -62.9% | +8.6% | -49.7% |
| YTD | -55.5% | -34.5% | -21.0% | -53.5% |
| 1Y | -50.5% | -30.2% | -20.3% | -48.3% |
| 3Y | +706.2% | -37.5% | +743.7% | +727.2% |
| 5Y | +165.2% | +7.6% | +157.6% | +171.5% |
| All | +230.9% | +38.1% | +192.8% | +237.9% |
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