+274.8%
ASTS vs LH
+175.6%
+99.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | -28.8% | +18.0% | -46.8% | -32.7% |
| 3M | -48.9% | +15.7% | -64.6% | -51.3% |
| 6M | -55.6% | +46.6% | -102.3% | -61.2% |
| YTD | -49.6% | +49.5% | -99.1% | -56.0% |
| 1Y | -46.1% | +40.2% | -86.2% | -51.9% |
| 3Y | +749.7% | +87.6% | +662.1% | +592.9% |
| 5Y | +193.2% | +59.3% | +133.9% | +141.8% |
| All | +274.8% | +175.6% | +99.2% | +209.0% |
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