+1,505.9%
ASTS vs LTH
+152.2%
+1,353.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +7.3% | -0.6% | +8.0% | +7.7% |
| 30D | -8.9% | -4.6% | -4.3% | -6.9% |
| 3M | -41.9% | +32.8% | -74.7% | -50.1% |
| 6M | -40.6% | +64.6% | -105.2% | -54.4% |
| YTD | -14.2% | +62.6% | -76.9% | -33.9% |
| 1Y | +48.9% | +49.9% | -1.1% | +18.9% |
| All | +1,505.9% | +152.2% | +1,353.7% | +908.3% |
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