-46.5%
ASTS vs LH
+41.7%
-88.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | +2.5% | +11.8% | +12.8% |
| 30D | -26.7% | +18.7% | -45.4% | -32.8% |
| 3M | -53.6% | +15.3% | -68.9% | -56.8% |
| 6M | -52.7% | +45.4% | -98.1% | -61.0% |
| YTD | -52.5% | +49.5% | -102.0% | -61.3% |
| 1Y | -46.5% | +41.4% | -87.9% | -56.0% |
| All | -46.5% | +41.7% | -88.2% | -56.0% |
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 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