+760.0%
LRCX vs ASTS
+277.6%
+482.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +14.1% | -3.7% | +8.4% |
| 7D | -2.7% | +1.5% | -4.3% | -2.7% |
| 30D | -30.6% | -27.6% | -3.0% | -27.4% |
| 3M | -28.8% | -48.7% | +19.9% | -22.4% |
| 6M | -24.6% | -50.8% | +26.2% | -18.3% |
| YTD | +29.7% | -49.2% | +78.9% | +37.6% |
| 1Y | +39.5% | -46.7% | +86.2% | +46.0% |
| 3Y | +248.9% | +793.2% | -544.3% | +139.0% |
| 5Y | +274.3% | +195.6% | +78.8% | +168.5% |
| All | +760.0% | +277.6% | +482.4% | +445.2% |
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