+1,207.3%
LLY vs ASTS
+230.9%
+976.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.8% | -0.9% |
| 7D | -4.5% | -21.1% | +16.6% | -4.2% |
| 30D | +13.9% | -46.7% | +60.6% | +14.9% |
| 3M | +13.8% | -52.0% | +65.8% | +14.8% |
| 6M | +37.6% | -54.3% | +91.9% | +38.7% |
| YTD | +26.6% | -55.5% | +82.1% | +27.0% |
| 1Y | +45.3% | -50.5% | +95.8% | +45.3% |
| 3Y | +132.2% | +706.2% | -574.0% | +123.8% |
| 5Y | +434.7% | +165.2% | +269.5% | +412.3% |
| All | +1,207.3% | +230.9% | +976.4% | +1,031.2% |
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