+537.8%
ASTS vs LHX
+42.3%
+495.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +7.3% | -2.0% | +9.3% | +7.9% |
| 30D | -8.9% | -9.9% | +1.1% | -6.4% |
| 3M | -41.9% | -16.5% | -25.4% | -39.1% |
| 6M | -40.6% | -29.6% | -11.0% | -34.7% |
| YTD | -14.2% | -11.6% | -2.6% | -9.6% |
| 1Y | +48.9% | -4.1% | +52.9% | +55.1% |
| 3Y | +1,461.7% | +53.3% | +1,408.4% | +1,455.3% |
| 5Y | +404.1% | +22.3% | +381.9% | +399.0% |
| All | +537.8% | +42.3% | +495.4% | +515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling