+277.6%
ASTS vs LH
+175.3%
+102.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.4% | +12.7% | +13.6% |
| 7D | +1.5% | +4.6% | -3.0% | +0.1% |
| 30D | -27.6% | +19.1% | -46.7% | -31.8% |
| 3M | -48.7% | +16.7% | -65.5% | -51.3% |
| 6M | -50.8% | +47.0% | -97.9% | -57.0% |
| YTD | -49.2% | +49.3% | -98.5% | -55.7% |
| 1Y | -46.7% | +48.6% | -95.3% | -53.4% |
| 3Y | +793.2% | +87.8% | +705.4% | +628.1% |
| 5Y | +195.6% | +65.0% | +130.5% | +143.6% |
| All | +277.6% | +175.3% | +102.3% | +211.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling