-51.0%
ASTS vs LVS
-36.4%
-14.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -8.6% |
| 7D | -9.3% | +6.7% | -16.0% | -9.1% |
| 30D | -33.9% | +13.8% | -47.7% | -33.7% |
| 3M | -51.0% | -9.5% | -41.5% | -50.3% |
| 6M | -55.1% | -22.0% | -33.1% | -53.9% |
| YTD | -53.6% | -35.7% | -17.9% | -52.0% |
| 1Y | -51.0% | -36.7% | -14.3% | -48.6% |
| All | -51.0% | -36.4% | -14.5% | -48.6% |
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