+160.4%
ASTS vs LCID
-99.3%
+259.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.2% | +3.7% | -1.8% |
| 7D | +0.8% | -10.2% | +11.0% | +5.0% |
| 30D | -22.6% | -10.2% | -12.5% | -20.1% |
| 3M | -54.4% | -54.1% | -0.3% | -38.6% |
| 6M | -56.4% | -53.8% | -2.7% | -45.5% |
| YTD | -55.1% | -72.0% | +16.9% | -31.4% |
| 1Y | -46.9% | -80.5% | +33.6% | -5.6% |
| 3Y | +715.0% | -92.6% | +807.6% | +1,753.0% |
| All | +160.4% | -99.3% | +259.7% | +988.3% |
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