+538.9%
ASTS vs LUV
-24.7%
+563.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | 0.0% | +0.7% | -0.6% | -0.3% |
| 30D | -9.2% | -13.4% | +4.2% | -3.9% |
| 3M | -29.6% | -9.6% | -20.0% | -27.1% |
| 6M | -30.5% | -8.9% | -21.6% | -28.5% |
| YTD | -14.1% | -5.2% | -8.9% | -14.0% |
| 1Y | +69.1% | +27.0% | +42.1% | +51.6% |
| 3Y | +1,525.5% | +39.6% | +1,485.9% | +1,277.7% |
| 5Y | +425.9% | -14.4% | +440.3% | +387.9% |
| All | +538.9% | -24.7% | +563.6% | +490.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling