+33.6%
LRCX vs ASTS
-48.3%
+81.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +14.1% | -3.7% | +6.4% |
| 7D | -2.7% | +1.5% | -4.3% | -2.9% |
| 30D | -30.6% | -27.6% | -3.0% | -24.7% |
| 3M | -28.8% | -48.7% | +19.9% | -16.9% |
| 6M | -24.6% | -50.8% | +26.2% | -13.4% |
| YTD | +29.7% | -49.2% | +78.9% | +42.2% |
| All | +33.6% | -48.3% | +81.9% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling