-50.5%
ASTS vs LII
-29.2%
-21.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -45.9% |
| 3M | -52.0% | -21.2% | -30.8% | -45.9% |
| 6M | -54.3% | -36.4% | -17.8% | -43.7% |
| YTD | -55.5% | -28.9% | -26.6% | -55.1% |
| 1Y | -50.5% | -29.5% | -20.9% | -47.9% |
| All | -50.5% | -29.2% | -21.2% | -47.9% |
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