-49.2%
ASTS vs LPLA
-16.5%
-32.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.8% | -5.1% |
| 7D | -15.8% | +15.7% | -31.5% | -18.9% |
| 30D | -39.0% | -6.2% | -32.9% | -37.9% |
| 3M | -49.3% | -12.0% | -37.3% | -47.4% |
| 6M | -47.9% | -2.7% | -45.2% | -46.5% |
| YTD | -51.0% | -12.5% | -38.4% | -45.1% |
| 1Y | -49.2% | -16.5% | -32.6% | -33.4% |
| All | -49.2% | -16.5% | -32.7% | -33.4% |
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