-46.1%
ASTS vs LHX
-5.3%
-40.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.5% |
| 7D | +2.8% | +6.5% | -3.7% | -3.2% |
| 30D | -28.8% | +16.1% | -44.9% | -39.8% |
| 3M | -48.9% | -2.8% | -46.0% | -47.0% |
| 6M | -55.6% | -7.7% | -47.9% | -52.3% |
| YTD | -49.6% | -4.6% | -45.0% | -56.3% |
| 1Y | -46.1% | -6.8% | -39.3% | -51.1% |
| All | -46.1% | -5.3% | -40.8% | -51.1% |
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