+48.9%
ASTS vs LPLA
+0.7%
+48.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | -3.1% | +10.4% | +8.3% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -41.9% | +23.2% | -65.1% | -45.8% |
| 6M | -40.6% | +15.5% | -56.1% | -43.4% |
| YTD | -14.2% | +0.9% | -15.1% | -5.6% |
| 1Y | +48.9% | +0.2% | +48.7% | +57.7% |
| All | +48.9% | +0.7% | +48.2% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling