+653.1%
ASTS vs LDOS
+35.4%
+617.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.3% |
| 7D | -29.9% | -3.7% | -26.2% | -28.9% |
| 30D | -52.2% | +16.4% | -68.5% | -56.2% |
| 3M | -55.8% | +7.4% | -63.2% | -58.3% |
| 6M | -52.7% | -0.3% | -52.4% | -53.1% |
| YTD | -58.4% | -24.0% | -34.4% | -51.3% |
| 1Y | -57.1% | -29.6% | -27.5% | -47.3% |
| All | +653.1% | +35.4% | +617.7% | +799.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling