+682.2%
LITE vs ASTS
+209.1%
+473.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -15.2% | -3.5% | -16.5% |
| 7D | -44.6% | -29.9% | -14.7% | -41.4% |
| 30D | -55.0% | -52.2% | -2.9% | -50.1% |
| 3M | -38.3% | -55.8% | +17.5% | -30.9% |
| 6M | -48.8% | -52.7% | +4.0% | -43.6% |
| YTD | +38.3% | -58.4% | +96.7% | +50.8% |
| 1Y | +119.0% | -57.1% | +176.1% | +136.8% |
| 3Y | +1,092.0% | +629.5% | +462.5% | +826.6% |
| 5Y | +446.1% | +147.7% | +298.3% | +331.4% |
| All | +682.2% | +209.1% | +473.1% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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