+274.8%
ASTS vs LPLA
+285.7%
-10.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.9% | +9.3% |
| 7D | +2.8% | -3.2% | +6.0% | +3.9% |
| 30D | -28.8% | -8.6% | -20.2% | -27.4% |
| 3M | -48.9% | -18.7% | -30.2% | -46.2% |
| 6M | -55.6% | +4.5% | -60.2% | -57.4% |
| YTD | -49.6% | -15.3% | -34.3% | -47.9% |
| 1Y | -46.1% | -19.9% | -26.2% | -43.0% |
| 3Y | +749.7% | +33.4% | +716.2% | +663.4% |
| 5Y | +193.2% | +87.4% | +105.8% | +140.6% |
| All | +274.8% | +285.7% | -10.9% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling