-51.0%
ASTS vs LTH
+85.5%
-136.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.1% |
| 7D | -9.3% | +6.4% | -15.7% | -11.6% |
| 30D | -33.9% | +16.7% | -50.6% | -37.7% |
| 3M | -51.0% | +11.7% | -62.7% | -53.1% |
| 6M | -55.1% | +48.5% | -103.6% | -63.6% |
| YTD | -53.6% | +78.4% | -132.0% | -66.2% |
| 1Y | -51.0% | +89.7% | -140.6% | -64.9% |
| All | -51.0% | +85.5% | -136.5% | -64.9% |
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