+431.2%
ASTS vs LMT
+69.3%
+361.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +7.3% | -6.3% | +13.6% | +8.1% |
| 30D | -8.9% | -8.5% | -0.4% | -8.0% |
| 3M | -41.9% | +1.8% | -43.7% | -42.1% |
| 6M | -40.6% | -19.9% | -20.7% | -39.7% |
| YTD | -14.2% | +10.6% | -24.8% | -12.7% |
| 1Y | +48.9% | +17.9% | +30.9% | +52.7% |
| 3Y | +1,461.7% | +27.0% | +1,434.7% | +1,571.2% |
| All | +431.2% | +69.3% | +361.9% | +453.5% |
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 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