+512.7%
ASTS vs LYFT
-63.3%
+576.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -3.9% | -8.4% | +4.4% | -1.8% |
| 30D | -19.4% | -7.6% | -11.8% | -17.9% |
| 3M | -38.6% | +11.7% | -50.4% | -40.5% |
| 6M | -32.1% | +15.1% | -47.2% | -34.9% |
| YTD | -17.6% | -20.9% | +3.3% | -13.4% |
| 1Y | +56.0% | -16.4% | +72.4% | +60.8% |
| 3Y | +1,438.8% | +35.2% | +1,403.6% | +1,259.3% |
| 5Y | +412.9% | -69.4% | +482.3% | +411.0% |
| All | +512.7% | -63.3% | +576.0% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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