+218.2%
ASTS vs LCID
-96.8%
+315.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.4% | -3.3% | +3.7% |
| 7D | -21.1% | +8.9% | -30.0% | -23.2% |
| 30D | -46.7% | -15.4% | -31.3% | -44.1% |
| 3M | -52.0% | -52.9% | +0.9% | -39.5% |
| 6M | -54.3% | -46.8% | -7.4% | -47.2% |
| YTD | -55.5% | -68.9% | +13.4% | -39.3% |
| 1Y | -50.5% | -81.7% | +31.2% | -20.3% |
| 3Y | +706.2% | -92.4% | +798.6% | +1,433.8% |
| 5Y | +165.2% | -99.2% | +264.4% | +628.9% |
| All | +218.2% | -96.8% | +315.0% | +754.4% |
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