+244.8%
ASTS vs LVS
-27.4%
+272.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.1% |
| 7D | -9.3% | +6.7% | -16.0% | -11.2% |
| 30D | -33.9% | +13.8% | -47.7% | -36.5% |
| 3M | -51.0% | -9.5% | -41.5% | -49.9% |
| 6M | -55.1% | -22.0% | -33.1% | -52.3% |
| YTD | -53.6% | -35.7% | -17.9% | -48.2% |
| 1Y | -51.0% | -36.7% | -14.3% | -45.1% |
| 3Y | +681.7% | -8.8% | +690.5% | +659.3% |
| 5Y | +182.4% | +9.5% | +172.9% | +155.4% |
| All | +244.8% | -27.4% | +272.3% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling