+230.9%
ASTS vs LNT
+69.9%
+161.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.1% |
| 7D | -21.1% | +1.4% | -22.5% | -21.2% |
| 30D | -46.7% | +12.3% | -59.0% | -47.4% |
| 3M | -52.0% | +5.3% | -57.3% | -52.3% |
| 6M | -54.3% | +2.0% | -56.3% | -54.4% |
| YTD | -55.5% | +15.3% | -70.8% | -56.3% |
| 1Y | -50.5% | +12.3% | -62.8% | -51.3% |
| 3Y | +706.2% | +59.1% | +647.1% | +661.4% |
| 5Y | +165.2% | +51.7% | +113.5% | +152.1% |
| All | +230.9% | +69.9% | +161.0% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling