+537.8%
ASTS vs LII
+70.0%
+467.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | +7.3% | -0.7% | +8.1% | +7.6% |
| 30D | -8.9% | -12.6% | +3.7% | -2.5% |
| 3M | -41.9% | -24.4% | -17.5% | -34.5% |
| 6M | -40.6% | -28.7% | -11.9% | -30.8% |
| YTD | -14.2% | -19.1% | +4.9% | -7.1% |
| 1Y | +48.9% | -29.7% | +78.6% | +74.2% |
| 3Y | +1,461.7% | +4.8% | +1,456.9% | +1,439.1% |
| 5Y | +404.1% | +24.6% | +379.6% | +315.9% |
| All | +537.8% | +70.0% | +467.8% | +421.7% |
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