+576.8%
ASTS vs LMT
+70.9%
+505.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.9% |
| 7D | +18.5% | -1.5% | +20.0% | +18.6% |
| 30D | -8.1% | -8.2% | +0.2% | -7.4% |
| 3M | -28.2% | +3.7% | -31.9% | -28.4% |
| 6M | -26.1% | -19.2% | -6.9% | -25.3% |
| YTD | -9.0% | +12.9% | -21.8% | -8.4% |
| 1Y | +62.2% | +19.8% | +42.4% | +63.7% |
| 3Y | +1,621.9% | +37.3% | +1,584.6% | +1,659.9% |
| 5Y | +457.0% | +74.4% | +382.7% | +467.5% |
| All | +576.8% | +70.9% | +505.8% | +571.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling