+537.8%
ASTS vs LSCC
+486.5%
+51.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.7% |
| 7D | +7.3% | +1.3% | +6.0% | +6.8% |
| 30D | -8.9% | -9.7% | +0.8% | -4.1% |
| 3M | -41.9% | -23.7% | -18.2% | -33.6% |
| 6M | -40.6% | +26.5% | -67.1% | -46.2% |
| YTD | -14.2% | +57.5% | -71.7% | -30.5% |
| 1Y | +48.9% | +75.7% | -26.8% | +15.7% |
| 3Y | +1,461.7% | +19.5% | +1,442.2% | +1,204.6% |
| 5Y | +404.1% | +83.8% | +320.4% | +241.5% |
| All | +537.8% | +486.5% | +51.2% | +299.4% |
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