+537.8%
ASTS vs LDOS
+68.7%
+469.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | -5.4% | +12.7% | +9.3% |
| 30D | -8.9% | +4.9% | -13.8% | -10.8% |
| 3M | -41.9% | +7.2% | -49.1% | -43.7% |
| 6M | -40.6% | -24.2% | -16.3% | -34.8% |
| YTD | -14.2% | -25.8% | +11.6% | -5.2% |
| 1Y | +48.9% | -24.7% | +73.6% | +64.9% |
| 3Y | +1,461.7% | +39.3% | +1,422.4% | +1,397.0% |
| 5Y | +404.1% | +43.3% | +360.8% | +375.7% |
| All | +537.8% | +68.7% | +469.0% | +489.7% |
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