+653.1%
ASTS vs LSCC
+69.3%
+583.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.6% | -6.6% | -9.9% |
| 7D | -29.9% | -4.8% | -25.1% | -27.9% |
| 30D | -52.2% | -27.1% | -25.1% | -42.1% |
| 3M | -55.8% | -23.6% | -32.2% | -48.4% |
| 6M | -52.7% | -19.8% | -32.9% | -46.0% |
| YTD | -58.4% | +33.2% | -91.6% | -65.8% |
| 1Y | -57.1% | +55.2% | -112.3% | -67.3% |
| All | +653.1% | +69.3% | +583.8% | +320.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling