+431.2%
ASTS vs LVS
+8.8%
+422.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | -1.5% | +8.8% | +8.0% |
| 30D | -8.9% | -3.2% | -5.6% | -7.8% |
| 3M | -41.9% | -12.0% | -29.9% | -39.1% |
| 6M | -40.6% | -19.9% | -20.7% | -35.4% |
| YTD | -14.2% | -30.6% | +16.4% | -1.8% |
| 1Y | +48.9% | -17.7% | +66.6% | +55.6% |
| 3Y | +1,461.7% | -14.2% | +1,475.9% | +1,427.6% |
| All | +431.2% | +8.8% | +422.4% | +355.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling