+48.9%
ASTS vs LII
-28.2%
+77.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +7.3% | -0.7% | +8.1% | +7.7% |
| 30D | -8.9% | -12.6% | +3.7% | -1.2% |
| 3M | -41.9% | -24.4% | -17.5% | -34.0% |
| 6M | -40.6% | -28.7% | -11.9% | -28.8% |
| YTD | -14.2% | -19.1% | +4.9% | -12.7% |
| 1Y | +48.9% | -29.7% | +78.6% | +82.2% |
| All | +48.9% | -28.2% | +77.0% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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