+253.1%
ASTS vs LHX
+50.9%
+202.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.3% |
| 7D | +14.2% | +5.3% | +8.9% | +12.8% |
| 30D | -26.7% | +15.8% | -42.5% | -29.6% |
| 3M | -53.6% | -6.1% | -47.5% | -52.8% |
| 6M | -52.7% | -11.4% | -41.3% | -51.2% |
| YTD | -52.5% | -6.3% | -46.2% | -50.8% |
| 1Y | -46.5% | -8.0% | -38.5% | -44.4% |
| 3Y | +700.5% | +58.1% | +642.4% | +684.4% |
| 5Y | +168.5% | +36.3% | +132.2% | +160.6% |
| All | +253.1% | +50.9% | +202.3% | +235.3% |
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