+182.4%
ASTS vs LPLA
+93.2%
+89.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.0% | -9.7% | -9.1% |
| 7D | -9.3% | +3.6% | -13.0% | -10.6% |
| 30D | -33.9% | -6.8% | -27.1% | -32.4% |
| 3M | -51.0% | -17.0% | -34.0% | -47.4% |
| 6M | -55.1% | +1.8% | -56.9% | -57.4% |
| YTD | -53.6% | -13.4% | -40.2% | -51.8% |
| 1Y | -51.0% | -17.5% | -33.4% | -47.2% |
| 3Y | +681.7% | +36.5% | +645.2% | +519.9% |
| 5Y | +182.4% | +92.6% | +89.8% | +46.7% |
| All | +182.4% | +93.2% | +89.2% | +46.7% |
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 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