+253.1%
ASTS vs LNG
+432.0%
-178.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -6.1% |
| 7D | +14.2% | +10.9% | +3.3% | +11.9% |
| 30D | -26.7% | +8.1% | -34.8% | -27.7% |
| 3M | -53.6% | +15.7% | -69.3% | -54.9% |
| 6M | -52.7% | +27.2% | -80.0% | -55.2% |
| YTD | -52.5% | +60.7% | -113.2% | -57.6% |
| 1Y | -46.5% | +46.3% | -92.8% | -51.3% |
| 3Y | +700.5% | +85.6% | +614.8% | +592.6% |
| 5Y | +168.5% | +211.6% | -43.1% | +115.8% |
| All | +253.1% | +432.0% | -178.9% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling