+206.6%
LRCX vs ASTS
+79.1%
+127.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +2.7% |
| 7D | +10.4% | +18.5% | -8.1% | +5.8% |
| 30D | +2.9% | -8.1% | +11.0% | +4.6% |
| 3M | -1.2% | -28.2% | +27.0% | +4.1% |
| 6M | +60.9% | -26.1% | +87.0% | +64.5% |
| YTD | +87.5% | -9.0% | +96.5% | +80.8% |
| 1Y | +206.6% | +62.2% | +144.5% | +167.0% |
| All | +206.6% | +79.1% | +127.5% | +167.0% |
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