+413.4%
ASTS vs LYV
+95.6%
+317.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.6% | -4.2% | +0.6% | -1.1% |
| 30D | -16.4% | -7.2% | -9.1% | -12.6% |
| 3M | -31.4% | +1.5% | -32.9% | -32.3% |
| 6M | -31.6% | +2.7% | -34.3% | -33.0% |
| YTD | -17.5% | +19.4% | -36.9% | -27.2% |
| 1Y | +59.4% | -0.5% | +59.9% | +55.8% |
| 3Y | +1,460.2% | +110.1% | +1,350.0% | +875.6% |
| 5Y | +413.4% | +97.6% | +315.8% | +247.3% |
| All | +413.4% | +95.6% | +317.7% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling