+260.4%
ASTS vs LCID
-96.4%
+356.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.7% | +11.3% | +9.5% |
| 7D | +2.8% | +8.9% | -6.1% | +0.3% |
| 30D | -28.8% | +6.8% | -35.7% | -30.7% |
| 3M | -48.9% | -45.2% | -3.7% | -38.6% |
| 6M | -55.6% | -39.1% | -16.5% | -51.0% |
| YTD | -49.6% | -65.3% | +15.7% | -33.7% |
| 1Y | -46.1% | -78.4% | +32.3% | -17.5% |
| 3Y | +749.7% | -90.3% | +840.0% | +1,416.1% |
| 5Y | +193.2% | -99.2% | +292.4% | +685.4% |
| All | +260.4% | -96.4% | +356.9% | +833.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling