+264.6%
ASTS vs LDOS
+72.6%
+192.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -15.8% | -2.8% | -13.0% | -15.2% |
| 30D | -39.0% | +13.6% | -52.6% | -42.0% |
| 3M | -49.3% | +4.2% | -53.6% | -50.6% |
| 6M | -47.9% | -8.2% | -39.7% | -46.9% |
| YTD | -51.0% | -24.1% | -26.9% | -46.6% |
| 1Y | -49.2% | -31.2% | -17.9% | -42.7% |
| 3Y | +760.4% | +35.0% | +725.4% | +722.2% |
| 5Y | +185.6% | +52.6% | +133.0% | +164.1% |
| All | +264.6% | +72.6% | +192.0% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling