-49.2%
ASTS vs LHX
-8.3%
-40.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.3% | +2.0% |
| 7D | -15.8% | -0.3% | -15.5% | -16.1% |
| 30D | -39.0% | +9.7% | -48.7% | -45.6% |
| 3M | -49.3% | -8.5% | -40.8% | -44.7% |
| 6M | -47.9% | -15.1% | -32.9% | -38.1% |
| YTD | -51.0% | -10.4% | -40.5% | -53.4% |
| 1Y | -49.2% | -9.3% | -39.9% | -54.0% |
| All | -49.2% | -8.3% | -40.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling