+726.5%
LITE vs ASTS
+230.9%
+495.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.7% |
| 7D | -35.9% | -21.1% | -14.8% | -33.4% |
| 30D | -51.5% | -46.7% | -4.8% | -47.0% |
| 3M | -35.7% | -52.0% | +16.3% | -28.8% |
| 6M | -43.0% | -54.3% | +11.3% | -37.1% |
| YTD | +46.1% | -55.5% | +101.6% | +57.8% |
| 1Y | +124.7% | -50.5% | +175.2% | +138.8% |
| 3Y | +1,172.1% | +706.2% | +465.8% | +876.2% |
| 5Y | +477.0% | +165.2% | +311.8% | +351.5% |
| All | +726.5% | +230.9% | +495.6% | +495.9% |
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