+209.1%
ASTS vs LDOS
+72.8%
+136.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -29.9% | -3.7% | -26.2% | -29.2% |
| 30D | -52.2% | +16.4% | -68.5% | -54.8% |
| 3M | -55.8% | +7.4% | -63.2% | -57.4% |
| 6M | -52.7% | -0.3% | -52.4% | -53.2% |
| YTD | -58.4% | -24.0% | -34.4% | -54.7% |
| 1Y | -57.1% | -29.6% | -27.5% | -52.0% |
| 3Y | +629.5% | +35.1% | +594.3% | +596.9% |
| 5Y | +147.7% | +52.9% | +94.8% | +129.0% |
| All | +209.1% | +72.8% | +136.3% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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