+48.9%
ASTS vs LCID
-71.9%
+120.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +7.3% | -6.6% | +13.9% | +10.5% |
| 30D | -8.9% | -30.1% | +21.3% | +5.8% |
| 3M | -41.9% | -17.6% | -24.3% | -41.6% |
| 6M | -40.6% | -54.4% | +13.8% | -13.4% |
| YTD | -14.2% | -55.7% | +41.5% | +28.1% |
| 1Y | +48.9% | -71.0% | +119.9% | +214.6% |
| All | +48.9% | -71.9% | +120.8% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1y: compounded portfolio wealth divided by compounded LCID 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…
1y analysis · Full analysis span regression · 6 months rolling