+653.1%
ASTS vs LBRT
-41.2%
+694.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.7% | -1.5% | -10.7% |
| 7D | -29.9% | -34.8% | +4.9% | -19.4% |
| 30D | -52.2% | -43.6% | -8.6% | -42.6% |
| 3M | -55.8% | -41.2% | -14.6% | -47.9% |
| 6M | -52.7% | -66.1% | +13.4% | -35.5% |
| YTD | -58.4% | -37.9% | -20.6% | -53.1% |
| 1Y | -57.1% | -33.9% | -23.2% | -52.0% |
| All | +653.1% | -41.2% | +694.3% | +718.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling