+653.1%
ASTS vs LII
-6.9%
+660.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -13.6% |
| 7D | -29.9% | +0.2% | -30.1% | -30.0% |
| 30D | -52.2% | -4.6% | -47.5% | -51.2% |
| 3M | -55.8% | -21.7% | -34.2% | -49.3% |
| 6M | -52.7% | -32.8% | -19.9% | -41.9% |
| YTD | -58.4% | -27.5% | -30.9% | -52.3% |
| 1Y | -57.1% | -28.0% | -29.1% | -50.2% |
| All | +653.1% | -6.9% | +660.0% | +780.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling