+1,505.9%
ASTS vs LSCC
+20.0%
+1,485.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.9% |
| 7D | +7.3% | +1.3% | +6.0% | +6.7% |
| 30D | -8.9% | -9.7% | +0.8% | -3.0% |
| 3M | -41.9% | -23.7% | -18.2% | -31.9% |
| 6M | -40.6% | +26.5% | -67.1% | -47.6% |
| YTD | -14.2% | +57.5% | -71.7% | -34.4% |
| 1Y | +48.9% | +75.7% | -26.8% | +8.0% |
| All | +1,505.9% | +20.0% | +1,485.9% | +934.2% |
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