+160.4%
ASTS vs LPLA
+80.3%
+80.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +0.8% | -0.9% | +1.8% | +1.3% |
| 30D | -22.6% | -9.5% | -13.1% | -20.0% |
| 3M | -54.4% | -21.9% | -32.6% | -49.8% |
| 6M | -56.4% | -2.6% | -53.8% | -57.7% |
| YTD | -55.1% | -17.8% | -37.3% | -52.3% |
| 1Y | -46.9% | -21.2% | -25.8% | -41.8% |
| 3Y | +715.0% | +30.6% | +684.4% | +557.2% |
| All | +160.4% | +80.3% | +80.0% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling