+274.8%
ASTS vs LHX
+53.5%
+221.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +2.8% | +6.5% | -3.7% | +1.2% |
| 30D | -28.8% | +16.1% | -44.9% | -31.7% |
| 3M | -48.9% | -2.8% | -46.0% | -48.5% |
| 6M | -55.6% | -7.7% | -47.9% | -54.8% |
| YTD | -49.6% | -4.6% | -45.0% | -48.0% |
| 1Y | -46.1% | -6.8% | -39.3% | -44.1% |
| 3Y | +749.7% | +60.8% | +688.8% | +728.5% |
| 5Y | +193.2% | +39.5% | +153.6% | +183.1% |
| All | +274.8% | +53.5% | +221.3% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling