-49.2%
ASTS vs LVS
-31.5%
-17.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | -4.1% |
| 7D | -15.8% | +13.4% | -29.2% | -16.0% |
| 30D | -39.0% | +12.2% | -51.2% | -39.1% |
| 3M | -49.3% | -10.7% | -38.6% | -48.6% |
| 6M | -47.9% | -19.8% | -28.1% | -46.8% |
| YTD | -51.0% | -35.8% | -15.2% | -48.5% |
| 1Y | -49.2% | -31.8% | -17.4% | -48.4% |
| All | -49.2% | -31.5% | -17.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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