-49.2%
ASTS vs LH
+44.2%
-93.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -6.2% |
| 7D | -15.8% | +2.1% | -17.9% | -16.6% |
| 30D | -39.0% | +19.2% | -58.2% | -44.5% |
| 3M | -49.3% | +18.0% | -67.3% | -53.6% |
| 6M | -47.9% | +46.1% | -94.0% | -58.1% |
| YTD | -51.0% | +47.7% | -98.6% | -60.2% |
| 1Y | -49.2% | +47.2% | -96.4% | -59.8% |
| All | -49.2% | +44.2% | -93.4% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling