-50.5%
ASTS vs LTH
+84.4%
-134.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.5% |
| 7D | -21.1% | +4.5% | -25.6% | -22.5% |
| 30D | -46.7% | +16.3% | -63.0% | -49.8% |
| 3M | -52.0% | +8.4% | -60.4% | -53.5% |
| 6M | -54.3% | +40.3% | -94.5% | -61.8% |
| YTD | -55.5% | +77.3% | -132.8% | -67.7% |
| 1Y | -50.5% | +88.0% | -138.4% | -65.0% |
| All | -50.5% | +84.4% | -134.9% | -65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling