-54.3%
ASTS vs LH
+43.3%
-97.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.8% |
| 7D | -21.1% | +1.4% | -22.5% | -21.2% |
| 30D | -46.7% | +17.5% | -64.2% | -48.4% |
| 3M | -52.0% | +16.1% | -68.1% | -53.1% |
| 6M | -54.3% | +43.4% | -97.6% | -48.5% |
| All | -54.3% | +43.3% | -97.6% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling