+1,094.3%
LRCX vs ASTS
+537.8%
+556.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | +1.9% | +7.3% | -5.4% | +0.8% |
| 30D | +0.1% | -8.9% | +9.0% | +1.1% |
| 3M | -8.5% | -41.9% | +33.4% | -2.7% |
| 6M | +38.1% | -40.6% | +78.7% | +44.4% |
| YTD | +80.1% | -14.2% | +94.3% | +78.3% |
| 1Y | +208.1% | +48.9% | +159.2% | +182.2% |
| 3Y | +350.2% | +1,461.7% | -1,111.4% | +184.0% |
| 5Y | +430.7% | +404.1% | +26.5% | +254.2% |
| All | +1,094.3% | +537.8% | +556.5% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling