+706.2%
ASTS vs LII
-8.7%
+715.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +8.2% |
| 7D | -21.1% | -0.6% | -20.5% | -21.0% |
| 30D | -46.7% | -4.6% | -42.1% | -45.7% |
| 3M | -52.0% | -21.2% | -30.8% | -45.1% |
| 6M | -54.3% | -36.4% | -17.8% | -41.9% |
| YTD | -55.5% | -28.9% | -26.6% | -48.4% |
| 1Y | -50.5% | -29.5% | -20.9% | -41.8% |
| 3Y | +706.2% | -8.6% | +714.8% | +853.0% |
| All | +706.2% | -8.7% | +715.0% | +853.0% |
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 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