+160.4%
ASTS vs LH
+54.7%
+105.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | +0.8% | +1.1% | -0.2% | +0.3% |
| 30D | -22.6% | +16.7% | -39.4% | -30.5% |
| 3M | -54.4% | +15.1% | -69.5% | -58.7% |
| 6M | -56.4% | +46.3% | -102.8% | -67.0% |
| YTD | -55.1% | +48.8% | -103.9% | -66.4% |
| 1Y | -46.9% | +39.7% | -86.6% | -58.4% |
| 3Y | +715.0% | +87.0% | +628.0% | +396.1% |
| All | +160.4% | +54.7% | +105.7% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling