+706.2%
ASTS vs LH
+80.4%
+625.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.6% |
| 7D | -21.1% | +1.4% | -22.5% | -21.6% |
| 30D | -46.7% | +17.5% | -64.2% | -51.1% |
| 3M | -52.0% | +16.1% | -68.1% | -55.7% |
| 6M | -54.3% | +43.4% | -97.6% | -62.7% |
| YTD | -55.5% | +47.2% | -102.7% | -64.0% |
| 1Y | -50.5% | +50.1% | -100.6% | -60.4% |
| 3Y | +706.2% | +81.2% | +625.1% | +485.2% |
| All | +706.2% | +80.4% | +625.8% | +485.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling