+253.1%
ASTS vs LVS
-30.1%
+283.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.2% |
| 7D | +14.2% | -3.9% | +18.1% | +15.4% |
| 30D | -26.7% | +7.1% | -33.7% | -28.4% |
| 3M | -53.6% | -13.2% | -40.4% | -51.9% |
| 6M | -52.7% | -22.8% | -29.9% | -49.7% |
| YTD | -52.5% | -38.0% | -14.5% | -46.4% |
| 1Y | -46.5% | -39.5% | -7.0% | -39.3% |
| 3Y | +700.5% | -12.2% | +712.6% | +685.4% |
| 5Y | +168.5% | +6.4% | +162.0% | +145.1% |
| All | +253.1% | -30.1% | +283.2% | +223.1% |
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