+233.7%
ASTS vs LUV
-12.5%
+246.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | -22.6% | +14.2% | -36.9% | -26.7% |
| 3M | -54.4% | +0.6% | -55.0% | -54.5% |
| 6M | -56.4% | +15.1% | -71.5% | -58.9% |
| YTD | -55.1% | +10.2% | -65.3% | -57.6% |
| 1Y | -46.9% | +38.4% | -85.4% | -54.0% |
| 3Y | +715.0% | +107.5% | +607.5% | +505.5% |
| 5Y | +153.7% | +1.1% | +152.6% | +121.9% |
| All | +233.7% | -12.5% | +246.2% | +190.9% |
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