+175.6%
ASTS vs LMT
+103.4%
+72.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.7% |
| 7D | +14.2% | +4.8% | +9.4% | +13.5% |
| 30D | -26.7% | +19.9% | -46.6% | -28.3% |
| 3M | -53.6% | +0.2% | -53.8% | -53.5% |
| 6M | -52.7% | +17.4% | -70.1% | -53.6% |
| YTD | -52.5% | +27.2% | -79.7% | -52.4% |
| 1Y | -46.5% | +35.6% | -82.1% | -46.1% |
| 3Y | +700.5% | +47.1% | +653.4% | +735.2% |
| All | +175.6% | +103.4% | +72.2% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling