+264.6%
ASTS vs LII
+56.9%
+207.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -5.9% |
| 7D | -15.8% | +7.9% | -23.7% | -19.3% |
| 30D | -39.0% | -0.6% | -38.4% | -39.3% |
| 3M | -49.3% | -19.3% | -30.0% | -44.0% |
| 6M | -47.9% | -29.8% | -18.1% | -39.3% |
| YTD | -51.0% | -25.4% | -25.6% | -45.1% |
| 1Y | -49.2% | -26.2% | -22.9% | -42.5% |
| 3Y | +760.4% | -4.5% | +764.9% | +780.5% |
| 5Y | +185.6% | +26.7% | +159.0% | +142.8% |
| All | +264.6% | +56.9% | +207.7% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling