+230.9%
ASTS vs LSCC
+431.5%
-200.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | -0.1% | +3.6% |
| 7D | -21.1% | +13.0% | -34.0% | -25.6% |
| 30D | -46.7% | -19.8% | -26.9% | -40.8% |
| 3M | -52.0% | -18.4% | -33.6% | -47.4% |
| 6M | -54.3% | -16.1% | -38.1% | -50.1% |
| YTD | -55.5% | +42.7% | -98.2% | -62.5% |
| 1Y | -50.5% | +68.0% | -118.5% | -60.8% |
| 3Y | +706.2% | +85.8% | +620.4% | +478.4% |
| 5Y | +165.2% | +28.0% | +137.2% | +95.3% |
| All | +230.9% | +431.5% | -200.6% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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