+538.9%
ASTS vs LHX
+39.0%
+499.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.0% |
| 7D | 0.0% | -3.7% | +3.7% | +1.1% |
| 30D | -9.2% | -13.2% | +3.9% | -5.7% |
| 3M | -29.6% | -18.4% | -11.3% | -25.8% |
| 6M | -30.5% | -32.0% | +1.5% | -22.9% |
| YTD | -14.1% | -13.6% | -0.4% | -8.8% |
| 1Y | +69.1% | -6.0% | +75.1% | +77.3% |
| 3Y | +1,525.5% | +57.9% | +1,467.6% | +1,520.9% |
| 5Y | +425.9% | +19.2% | +406.6% | +424.1% |
| All | +538.9% | +39.0% | +499.9% | +520.8% |
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