+1,599.7%
ASTS vs LHX
+60.4%
+1,539.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.3% |
| 7D | +18.5% | -2.5% | +21.0% | +20.2% |
| 30D | -8.1% | -10.4% | +2.3% | -2.1% |
| 3M | -28.2% | -14.9% | -13.2% | -21.3% |
| 6M | -26.1% | -29.6% | +3.5% | -8.2% |
| YTD | -9.0% | -11.8% | +2.8% | +2.8% |
| 1Y | +62.2% | -5.1% | +67.3% | +79.3% |
| All | +1,599.7% | +60.4% | +1,539.3% | +2,024.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling