+653.1%
ASTS vs LTH
+273.3%
+379.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.6% |
| 7D | -29.9% | +5.3% | -35.2% | -31.6% |
| 30D | -52.2% | +18.3% | -70.4% | -56.0% |
| 3M | -55.8% | +5.4% | -61.2% | -57.2% |
| 6M | -52.7% | +62.5% | -115.2% | -63.7% |
| YTD | -58.4% | +79.6% | -138.1% | -69.9% |
| 1Y | -57.1% | +88.1% | -145.2% | -69.7% |
| All | +653.1% | +273.3% | +379.8% | +338.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling