-54.3%
ASTS vs LMT
+12.8%
-67.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +7.2% |
| 7D | -21.1% | -11.0% | -10.1% | -20.5% |
| 30D | -46.7% | +13.6% | -60.3% | -47.0% |
| 3M | -52.0% | -2.1% | -49.9% | -50.8% |
| 6M | -54.3% | +11.7% | -65.9% | -52.9% |
| All | -54.3% | +12.8% | -67.1% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling