+224.6%
ASTS vs LTH
+186.2%
+38.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.2% |
| 7D | -9.3% | +6.4% | -15.7% | -12.1% |
| 30D | -33.9% | +16.7% | -50.6% | -38.5% |
| 3M | -51.0% | +11.7% | -62.7% | -53.7% |
| 6M | -55.1% | +48.5% | -103.6% | -63.1% |
| YTD | -53.6% | +78.4% | -132.0% | -65.1% |
| 1Y | -51.0% | +89.7% | -140.6% | -64.1% |
| 3Y | +681.7% | +245.6% | +436.0% | +341.6% |
| 5Y | +182.4% | +142.7% | +39.7% | +55.3% |
| All | +224.6% | +186.2% | +38.4% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling