+147.7%
ASTS vs LSCC
+18.7%
+129.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.6% | -6.6% | -10.1% |
| 7D | -29.9% | -4.8% | -25.1% | -28.0% |
| 30D | -52.2% | -27.1% | -25.1% | -42.5% |
| 3M | -55.8% | -23.6% | -32.2% | -48.7% |
| 6M | -52.7% | -19.8% | -32.9% | -46.3% |
| YTD | -58.4% | +33.2% | -91.6% | -65.7% |
| 1Y | -57.1% | +55.2% | -112.3% | -67.1% |
| 3Y | +629.5% | +70.1% | +559.4% | +379.6% |
| 5Y | +147.7% | +19.5% | +128.2% | +56.2% |
| All | +147.7% | +18.7% | +129.0% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling