-49.2%
ASTS vs LII
-26.0%
-23.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -5.8% |
| 7D | -15.8% | +7.9% | -23.7% | -19.2% |
| 30D | -39.0% | -0.6% | -38.4% | -39.3% |
| 3M | -49.3% | -19.3% | -30.0% | -43.6% |
| 6M | -47.9% | -29.8% | -18.1% | -39.8% |
| YTD | -51.0% | -25.4% | -25.6% | -51.8% |
| 1Y | -49.2% | -26.2% | -22.9% | -47.6% |
| All | -49.2% | -26.0% | -23.1% | -47.6% |
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