+538.9%
ASTS vs LNT
+57.5%
+481.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.5% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -9.2% | -0.5% | -8.7% | -9.2% |
| 3M | -29.6% | -5.5% | -24.1% | -29.4% |
| 6M | -30.5% | -3.8% | -26.7% | -30.3% |
| YTD | -14.1% | +6.8% | -20.9% | -15.0% |
| 1Y | +69.1% | +9.3% | +59.8% | +66.6% |
| 3Y | +1,525.5% | +47.9% | +1,477.6% | +1,446.5% |
| 5Y | +425.9% | +31.6% | +394.3% | +402.6% |
| All | +538.9% | +57.5% | +481.4% | +509.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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