+209.1%
ASTS vs LPLA
+284.8%
-75.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.8% | -14.2% |
| 7D | -29.9% | +7.6% | -37.5% | -31.5% |
| 30D | -52.2% | -9.5% | -42.7% | -51.0% |
| 3M | -55.8% | -16.3% | -39.5% | -53.9% |
| 6M | -52.7% | -8.0% | -44.7% | -52.7% |
| YTD | -58.4% | -15.5% | -42.9% | -57.0% |
| 1Y | -57.1% | -19.4% | -37.7% | -54.7% |
| 3Y | +629.5% | +39.7% | +589.8% | +547.6% |
| 5Y | +147.7% | +83.0% | +64.7% | +103.9% |
| All | +209.1% | +284.8% | -75.6% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling