+168.5%
ASTS vs LH
+54.4%
+114.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | +2.5% | +11.8% | +12.5% |
| 30D | -26.7% | +18.7% | -45.4% | -35.0% |
| 3M | -53.6% | +15.3% | -68.9% | -58.0% |
| 6M | -52.7% | +45.4% | -98.1% | -64.0% |
| YTD | -52.5% | +49.5% | -102.0% | -64.6% |
| 1Y | -46.5% | +41.4% | -87.9% | -58.4% |
| 3Y | +700.5% | +87.6% | +612.8% | +386.4% |
| 5Y | +168.5% | +53.8% | +114.7% | +73.2% |
| All | +168.5% | +54.4% | +114.1% | +73.2% |
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 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