+211.5%
ASTS vs LTH
+184.4%
+27.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.6% |
| 7D | -21.1% | +4.5% | -25.6% | -22.7% |
| 30D | -46.7% | +16.3% | -63.0% | -50.3% |
| 3M | -52.0% | +8.4% | -60.4% | -54.0% |
| 6M | -54.3% | +40.3% | -94.5% | -61.4% |
| YTD | -55.5% | +77.3% | -132.8% | -66.4% |
| 1Y | -50.5% | +88.0% | -138.4% | -63.6% |
| 3Y | +706.2% | +274.3% | +432.0% | +340.5% |
| 5Y | +165.2% | +142.9% | +22.3% | +46.4% |
| All | +211.5% | +184.4% | +27.1% | +71.6% |
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