+1,505.9%
ASTS vs LNT
+51.2%
+1,454.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -0.1% | +7.4% | +7.4% |
| 30D | -8.9% | -3.2% | -5.7% | -8.2% |
| 3M | -41.9% | -4.1% | -37.9% | -41.8% |
| 6M | -40.6% | -4.6% | -36.0% | -40.3% |
| YTD | -14.2% | +7.0% | -21.2% | -17.2% |
| 1Y | +48.9% | +8.3% | +40.6% | +42.3% |
| All | +1,505.9% | +51.2% | +1,454.7% | +1,165.2% |
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