-50.5%
ASTS vs LMT
+23.0%
-73.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +8.0% |
| 7D | -21.1% | -11.0% | -10.1% | -15.5% |
| 30D | -46.7% | +13.6% | -60.3% | -52.0% |
| 3M | -52.0% | -2.1% | -49.9% | -51.6% |
| 6M | -54.3% | +11.7% | -65.9% | -59.6% |
| YTD | -55.5% | +19.4% | -74.9% | -65.3% |
| 1Y | -50.5% | +24.1% | -74.5% | -62.1% |
| All | -50.5% | +23.0% | -73.4% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling