+244.8%
ASTS vs LH
+174.6%
+70.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | -9.3% | +4.8% | -14.1% | -10.7% |
| 30D | -33.9% | +18.8% | -52.7% | -37.7% |
| 3M | -51.0% | +15.7% | -66.7% | -53.3% |
| 6M | -55.1% | +46.7% | -101.8% | -60.7% |
| YTD | -53.6% | +48.9% | -102.5% | -59.5% |
| 1Y | -51.0% | +43.5% | -94.4% | -56.6% |
| 3Y | +681.7% | +86.9% | +594.8% | +538.2% |
| 5Y | +182.4% | +60.4% | +122.0% | +133.1% |
| All | +244.8% | +174.6% | +70.2% | +184.6% |
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