+861.8%
LITE vs ASTS
+264.6%
+597.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.7% | -7.3% |
| 7D | -31.4% | -15.8% | -15.6% | -29.6% |
| 30D | -42.6% | -39.0% | -3.5% | -38.5% |
| 3M | -26.2% | -49.3% | +23.1% | -19.2% |
| 6M | -35.8% | -47.9% | +12.2% | -30.7% |
| YTD | +70.0% | -51.0% | +121.0% | +80.6% |
| 1Y | +232.7% | -49.2% | +281.9% | +250.3% |
| 3Y | +1,365.7% | +760.4% | +605.4% | +1,009.9% |
| 5Y | +609.5% | +185.6% | +423.8% | +446.5% |
| All | +861.8% | +264.6% | +597.2% | +582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling