+230.9%
ASTS vs LH
+171.4%
+59.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.7% |
| 7D | -21.1% | +1.4% | -22.5% | -21.4% |
| 30D | -46.7% | +17.5% | -64.2% | -49.6% |
| 3M | -52.0% | +16.1% | -68.1% | -54.4% |
| 6M | -54.3% | +43.4% | -97.6% | -59.7% |
| YTD | -55.5% | +47.2% | -102.7% | -61.0% |
| 1Y | -50.5% | +50.1% | -100.6% | -56.9% |
| 3Y | +706.2% | +81.2% | +625.1% | +563.9% |
| 5Y | +165.2% | +63.7% | +101.5% | +119.5% |
| All | +230.9% | +171.4% | +59.5% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling