+144.6%
LLY vs ASTS
+711.8%
-567.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.7% | +10.1% | +1.6% |
| 7D | +1.6% | -9.3% | +10.9% | +1.7% |
| 30D | +21.5% | -33.9% | +55.4% | +22.0% |
| 3M | +16.4% | -51.0% | +67.4% | +17.3% |
| 6M | +51.5% | -55.1% | +106.6% | +52.6% |
| YTD | +33.9% | -53.6% | +87.5% | +34.1% |
| 1Y | +49.1% | -51.0% | +100.1% | +48.9% |
| 3Y | +144.6% | +681.7% | -537.1% | +151.4% |
| All | +144.6% | +711.8% | -567.2% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling