+512.7%
ASTS vs LYV
+150.2%
+362.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.9% | -1.9% | -2.0% | -3.3% |
| 30D | -19.4% | -8.2% | -11.3% | -17.2% |
| 3M | -38.6% | -1.3% | -37.4% | -38.5% |
| 6M | -32.1% | +2.6% | -34.7% | -32.8% |
| YTD | -17.6% | +19.4% | -37.0% | -22.7% |
| 1Y | +56.0% | -2.2% | +58.3% | +55.3% |
| 3Y | +1,438.8% | +106.0% | +1,332.8% | +1,141.7% |
| 5Y | +412.9% | +97.7% | +315.3% | +323.3% |
| All | +512.7% | +150.2% | +362.5% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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