+243.9%
LRCX vs ASTS
+649.4%
-405.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -2.6% |
| 7D | +12.7% | +0.8% | +11.9% | +12.6% |
| 30D | -21.3% | -22.6% | +1.4% | -18.4% |
| 3M | -32.9% | -54.4% | +21.5% | -26.2% |
| 6M | -23.4% | -56.4% | +33.0% | -16.1% |
| YTD | +32.4% | -55.1% | +87.5% | +42.8% |
| 1Y | +48.0% | -46.9% | +95.0% | +56.4% |
| 3Y | +243.9% | +715.0% | -471.1% | +236.1% |
| All | +243.9% | +649.4% | -405.5% | +236.1% |
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 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