-50.5%
ASTS vs LPLA
-20.6%
-29.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +7.5% |
| 7D | -21.1% | +4.1% | -25.2% | -21.8% |
| 30D | -46.7% | -9.0% | -37.7% | -45.4% |
| 3M | -52.0% | -17.6% | -34.4% | -49.3% |
| 6M | -54.3% | -8.8% | -45.4% | -51.5% |
| YTD | -55.5% | -17.0% | -38.5% | -49.3% |
| 1Y | -50.5% | -20.4% | -30.1% | -33.6% |
| All | -50.5% | -20.6% | -29.9% | -33.6% |
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