+1,126.1%
LRCX vs ASTS
+538.9%
+587.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.7% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +3.1% | -9.2% | +12.3% | +4.2% |
| 3M | -3.4% | -29.6% | +26.2% | +0.3% |
| 6M | +49.7% | -30.5% | +80.1% | +53.6% |
| YTD | +84.9% | -14.1% | +98.9% | +83.0% |
| 1Y | +200.8% | +69.1% | +131.7% | +171.9% |
| 3Y | +385.1% | +1,525.5% | -1,140.5% | +204.1% |
| 5Y | +460.5% | +425.9% | +34.6% | +272.5% |
| All | +1,126.1% | +538.9% | +587.2% | +625.1% |
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