+715.0%
ASTS vs LNT
+67.4%
+647.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | -22.6% | +9.6% | -32.2% | -23.4% |
| 3M | -54.4% | +5.4% | -59.8% | -54.6% |
| 6M | -56.4% | +3.1% | -59.5% | -56.7% |
| YTD | -55.1% | +16.5% | -71.6% | -56.6% |
| 1Y | -46.9% | +12.3% | -59.3% | -48.2% |
| 3Y | +715.0% | +70.3% | +644.7% | +671.2% |
| All | +715.0% | +67.4% | +647.6% | +671.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling