+233.7%
ASTS vs LYFT
-59.3%
+293.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -6.1% |
| 7D | +0.8% | -0.6% | +1.5% | +0.9% |
| 30D | -22.6% | +3.0% | -25.7% | -23.7% |
| 3M | -54.4% | -0.9% | -53.5% | -54.7% |
| 6M | -56.4% | +24.1% | -80.5% | -59.3% |
| YTD | -55.1% | -12.3% | -42.8% | -54.4% |
| 1Y | -46.9% | -28.7% | -18.3% | -43.2% |
| 3Y | +715.0% | +73.8% | +641.2% | +576.6% |
| 5Y | +153.7% | -67.9% | +221.6% | +145.0% |
| All | +233.7% | -59.3% | +293.0% | +219.9% |
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