+59.4%
ASTS vs LHX
-6.7%
+66.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.2% |
| 7D | -3.6% | -4.8% | +1.2% | +1.3% |
| 30D | -16.4% | -12.7% | -3.6% | -4.4% |
| 3M | -31.4% | -17.6% | -13.8% | -17.3% |
| 6M | -31.6% | -30.7% | -0.8% | +6.5% |
| YTD | -17.5% | -14.3% | -3.2% | -1.6% |
| 1Y | +59.4% | -8.4% | +67.8% | +120.2% |
| All | +59.4% | -6.7% | +66.1% | +120.2% |
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 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