+253.1%
ASTS vs LII
+52.1%
+201.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.4% |
| 7D | +14.2% | -0.2% | +14.4% | +14.5% |
| 30D | -26.7% | -0.6% | -26.1% | -27.0% |
| 3M | -53.6% | -17.0% | -36.6% | -49.3% |
| 6M | -52.7% | -31.1% | -21.6% | -44.3% |
| YTD | -52.5% | -27.7% | -24.8% | -45.9% |
| 1Y | -46.5% | -26.2% | -20.3% | -39.3% |
| 3Y | +700.5% | -9.6% | +710.1% | +743.5% |
| 5Y | +168.5% | +15.7% | +152.8% | +133.2% |
| All | +253.1% | +52.1% | +201.0% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling