+230.9%
ASTS vs LII
+49.4%
+181.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +8.0% |
| 7D | -21.1% | -0.6% | -20.5% | -21.0% |
| 30D | -46.7% | -4.6% | -42.1% | -45.8% |
| 3M | -52.0% | -21.2% | -30.8% | -46.2% |
| 6M | -54.3% | -36.4% | -17.8% | -43.9% |
| YTD | -55.5% | -28.9% | -26.6% | -48.9% |
| 1Y | -50.5% | -29.5% | -20.9% | -42.6% |
| 3Y | +706.2% | -8.6% | +714.8% | +744.7% |
| 5Y | +165.2% | +20.2% | +145.0% | +131.3% |
| All | +230.9% | +49.4% | +181.5% | +187.0% |
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