-50.5%
ASTS vs LSCC
+68.2%
-118.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | -0.1% | +2.0% |
| 7D | -21.1% | +13.0% | -34.0% | -27.6% |
| 30D | -46.7% | -19.8% | -26.9% | -37.8% |
| 3M | -52.0% | -18.4% | -33.6% | -45.2% |
| 6M | -54.3% | -16.1% | -38.1% | -48.7% |
| YTD | -55.5% | +42.7% | -98.2% | -71.9% |
| 1Y | -50.5% | +68.0% | -118.5% | -74.2% |
| All | -50.5% | +68.2% | -118.6% | -74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling