+174.0%
ASTS vs LCID
-99.2%
+273.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.4% | -3.3% | +2.9% |
| 7D | -21.1% | +8.9% | -30.0% | -23.8% |
| 30D | -46.7% | -15.4% | -31.3% | -43.5% |
| 3M | -52.0% | -52.9% | +0.9% | -36.0% |
| 6M | -54.3% | -46.8% | -7.4% | -45.8% |
| YTD | -55.5% | -68.9% | +13.4% | -34.7% |
| 1Y | -50.5% | -81.7% | +31.2% | -9.9% |
| 3Y | +706.2% | -92.4% | +798.6% | +1,702.8% |
| All | +174.0% | -99.2% | +273.2% | +1,009.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling