-50.5%
ASTS vs LVS
-33.5%
-17.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.5% | +7.0% |
| 7D | -21.1% | +11.1% | -32.2% | -21.2% |
| 30D | -46.7% | +14.7% | -61.4% | -46.8% |
| 3M | -52.0% | -10.9% | -41.1% | -51.2% |
| 6M | -54.3% | -22.3% | -31.9% | -52.8% |
| YTD | -55.5% | -35.8% | -19.7% | -52.9% |
| 1Y | -50.5% | -33.5% | -17.0% | -47.2% |
| All | -50.5% | -33.5% | -17.0% | -47.2% |
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