+182.4%
ASTS vs LHX
+36.0%
+146.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.3% | -9.3% |
| 7D | -9.3% | -0.6% | -8.7% | -9.1% |
| 30D | -33.9% | +16.5% | -50.3% | -37.9% |
| 3M | -51.0% | -4.3% | -46.7% | -50.2% |
| 6M | -55.1% | -7.1% | -48.0% | -54.0% |
| YTD | -53.6% | -4.8% | -48.8% | -51.3% |
| 1Y | -51.0% | -5.5% | -45.4% | -48.4% |
| 3Y | +681.7% | +60.5% | +621.2% | +670.3% |
| 5Y | +182.4% | +36.4% | +146.0% | +139.5% |
| All | +182.4% | +36.0% | +146.4% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling