+264.6%
ASTS vs LSCC
+442.8%
-178.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.7% |
| 7D | -15.8% | +3.0% | -18.7% | -17.5% |
| 30D | -39.0% | -19.3% | -19.8% | -32.8% |
| 3M | -49.3% | -22.3% | -27.1% | -43.5% |
| 6M | -47.9% | -14.6% | -33.4% | -43.9% |
| YTD | -51.0% | +45.8% | -96.7% | -59.3% |
| 1Y | -49.2% | +69.6% | -118.8% | -60.1% |
| 3Y | +760.4% | +86.1% | +674.3% | +512.5% |
| 5Y | +185.6% | +30.7% | +154.9% | +107.2% |
| All | +264.6% | +442.8% | -178.2% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling