+762.5%
ASTS vs LMT
+47.0%
+715.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.5% |
| 7D | +14.2% | +4.8% | +9.4% | +12.8% |
| 30D | -26.7% | +19.9% | -46.6% | -30.2% |
| 3M | -53.6% | +0.2% | -53.8% | -53.5% |
| 6M | -52.7% | +17.4% | -70.1% | -54.7% |
| YTD | -52.5% | +27.2% | -79.7% | -53.3% |
| 1Y | -46.5% | +35.6% | -82.1% | -47.1% |
| All | +762.5% | +47.0% | +715.5% | +1,030.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling