+230.9%
ASTS vs LMT
+80.8%
+150.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.6% | +7.2% |
| 7D | -21.1% | -11.0% | -10.1% | -20.4% |
| 30D | -46.7% | +13.6% | -60.3% | -47.2% |
| 3M | -52.0% | -2.1% | -49.9% | -51.9% |
| 6M | -54.3% | +11.7% | -65.9% | -54.6% |
| YTD | -55.5% | +19.4% | -74.9% | -55.4% |
| 1Y | -50.5% | +24.1% | -74.5% | -50.3% |
| 3Y | +706.2% | +36.2% | +670.1% | +718.0% |
| 5Y | +165.2% | +90.7% | +74.5% | +169.3% |
| All | +230.9% | +80.8% | +150.1% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling