-46.5%
ASTS vs LTH
+77.7%
-124.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -4.3% |
| 7D | +14.2% | -4.6% | +18.9% | +16.1% |
| 30D | -26.7% | +14.8% | -41.5% | -30.7% |
| 3M | -53.6% | +3.9% | -57.5% | -54.3% |
| 6M | -52.7% | +35.5% | -88.2% | -60.1% |
| YTD | -52.5% | +71.3% | -123.8% | -65.3% |
| 1Y | -46.5% | +75.7% | -122.2% | -61.5% |
| All | -46.5% | +77.7% | -124.2% | -61.5% |
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