Lag analysis for 3 member portfolios during 20221008

Note that you can sort by column by clicking on the column header (e.g. "Universe")
Date Universe label rowCount figure file
0 20221008 D30 IdxT_3d 516 20221008_D30_IdxT_3d.html file
1 20221008 N100 IdxT_3d 183 20221008_N100_IdxT_3d.html file
2 20221008 N100Tech IdxT_3d 96 20221008_N100Tech_IdxT_3d.html file
3 20221008 N101_150 IdxT_3d 75 20221008_N101_150_IdxT_3d.html file
4 20221008 N1_150 IdxT_3d 75 20221008_N1_150_IdxT_3d.html file
5 20221008 NBiot IdxT_3d 130 20221008_NBiot_IdxT_3d.html file
6 20221008 NInet IdxT_3d 74 20221008_NInet_IdxT_3d.html file
7 20221008 R1000 IdxT_3d 214 20221008_R1000_IdxT_3d.html file
8 20221008 R1001_4000 IdxT_3d 74 20221008_R1001_4000_IdxT_3d.html file
9 20221008 R1_200 IdxT_3d 74 20221008_R1_200_IdxT_3d.html file
10 20221008 R1_4000 IdxT_3d 74 20221008_R1_4000_IdxT_3d.html file
11 20221008 R2000 IdxT_3d 214 20221008_R2000_IdxT_3d.html file
12 20221008 R2001_3000 IdxT_3d 74 20221008_R2001_3000_IdxT_3d.html file
13 20221008 R3000 IdxT_3d 214 20221008_R3000_IdxT_3d.html file
14 20221008 R3001_4000 IdxT_3d 74 20221008_R3001_4000_IdxT_3d.html file
15 20221008 R501_3000 IdxT_3d 214 20221008_R501_3000_IdxT_3d.html file
16 20221008 RMicCap IdxT_3d 74 20221008_RMicCap_IdxT_3d.html file
17 20221008 RMidCap IdxT_3d 74 20221008_RMidCap_IdxT_3d.html file
18 20221008 SP100 IdxT_3d 222 20221008_SP100_IdxT_3d.html file
19 20221008 SP1000 IdxT_3d 185 20221008_SP1000_IdxT_3d.html file
20 20221008 SP101_500 IdxT_3d 222 20221008_SP101_500_IdxT_3d.html file
21 20221008 SP1500 IdxT_3d 185 20221008_SP1500_IdxT_3d.html file
22 20221008 SP400 IdxT_3d 203 20221008_SP400_IdxT_3d.html file
23 20221008 SP500 IdxT_3d 452 20221008_SP500_IdxT_3d.html file
24 20221008 SP5DivArist IdxT_3d 220 20221008_SP5DivArist_IdxT_3d.html file
25 20221008 SP600 IdxT_3d 185 20221008_SP600_IdxT_3d.html file
26 20221008 SP900 IdxT_3d 203 20221008_SP900_IdxT_3d.html file

Note that you can sort by column by clicking on the column header (e.g. 'Universe')
universe lags method memberCount regime timeframe benchGeoRtn Beta IdxT IdxP ROI GeoRtn AvgRtn Std Sharpe
98387 SP600 04mos timeTopN 3 2022-10-07 05 yrs -0.000302 7.153418 1.215065 2.267669e-01 15.825925 0.048173 0.114186 0.722750 1.223775
60119 SP1000 04mos timeTopN 3 2022-10-07 05 yrs -0.000055 8.059467 1.194123 2.348249e-01 14.016567 0.046187 0.112553 0.723362 1.205252
90683 SP1500 04mos timeTopN 3 2022-10-07 05 yrs -0.000626 7.619461 1.187146 2.375544e-01 12.822546 0.044744 0.111368 0.723749 1.191920
97973 SP600 01_03_06_12mos_FundX timeTopN 3 2022-10-07 05 yrs -0.000302 6.236454 1.195534 2.342755e-01 12.603726 0.044466 0.108713 0.699388 1.204033
50323 R501_3000 05mos timeTopN 3 2022-10-07 05 yrs -0.000032 -0.527371 2.054891 4.209724e-02 9.427823 0.039848 0.059063 0.219543 2.083869
41899 R3000 05mos timeTopN 3 2022-10-07 05 yrs -0.000565 -1.107876 2.042682 4.331200e-02 8.868163 0.038892 0.058167 0.219885 2.049066
34717 R2000 05mos timeTopN 3 2022-10-07 05 yrs -0.000052 -0.508706 2.022437 4.539231e-02 8.868163 0.038892 0.058167 0.219885 2.049066
60767 SP1000 11mos timeTopN 3 2022-10-07 05 yrs -0.000055 8.331276 1.142643 2.554999e-01 8.249862 0.037773 0.104634 0.702721 1.153364
40061 R2001_3000 05mos timeTopN 3 2022-10-07 05 yrs -0.000052 -0.475803 2.055254 4.206157e-02 7.725151 0.036763 0.053076 0.197262 2.084173
90773 SP1500 05mos timeTopN 3 2022-10-07 05 yrs -0.000626 7.653905 1.071280 2.862296e-01 6.065954 0.033125 0.099012 0.713452 1.074979
16830 N100 16mos timeTopN 3 2022-10-07 10 yrs -0.001925 -0.291458 3.399079 7.926047e-04 20.968863 0.026081 0.030965 0.102625 3.305287
16020 N100 07mos timeTopN 3 2022-10-07 10 yrs -0.001925 -0.655822 3.754078 2.187191e-04 20.301990 0.025818 0.029561 0.088285 3.667901
35599 R2000 12mos timeTopN 3 2022-10-07 05 yrs -0.000052 0.864672 1.616771 1.085981e-01 3.341374 0.024772 0.044809 0.211736 1.639248
50324 R501_3000 05mos timeTopN 3 2022-10-07 10 yrs -0.001543 0.525634 2.331402 2.056789e-02 15.579610 0.023677 0.038209 0.183889 2.276159
41900 R3000 05mos timeTopN 3 2022-10-07 10 yrs -0.001556 0.692309 2.320768 2.114537e-02 14.955792 0.023350 0.037883 0.183927 2.256256
30253 R1000 16mos timeTopN 3 2022-10-07 05 yrs -0.000598 -0.557458 1.835403 6.896412e-02 2.903032 0.022955 0.031135 0.131448 1.834732
30254 R1000 16mos timeTopN 3 2022-10-07 10 yrs -0.001572 0.065930 2.905149 4.016513e-03 13.486516 0.022527 0.028348 0.110536 2.809383
21590 N100Tech 16mos timeTopN 3 2022-10-07 10 yrs -0.002251 -0.077822 3.623900 3.547895e-04 13.367980 0.022457 0.025371 0.077622 3.580436
40349 R2001_3000 13mos timeTopN 3 2022-10-07 05 yrs -0.000052 1.289522 1.579544 1.168882e-01 2.718961 0.022132 0.039415 0.190435 1.603206
21536 N100Tech 15mos timeTopN 3 2022-10-07 10 yrs -0.002251 -0.133673 3.649559 3.228650e-04 12.795433 0.022110 0.024875 0.075443 3.611920
54119 R1_200 15mos timeTopN 3 2022-10-07 05 yrs -0.000751 -0.212424 2.192491 3.030639e-02 2.529298 0.021241 0.024973 0.088441 2.187200
66230 SP500 08mos timeTopN 3 2022-10-07 30 yrs -0.000376 0.056549 5.359822 1.123647e-07 1263.655266 0.020039 0.023335 0.082625 5.358505
54083 R1_200 14mos timeTopN 3 2022-10-07 05 yrs -0.000751 -0.499442 2.086587 3.907919e-02 2.238031 0.019776 0.023393 0.087159 2.078933
22756 NBiot 04mos timeTopN 3 2022-10-07 10 yrs -0.000619 0.050205 2.708146 7.257106e-03 9.387889 0.019697 0.024291 0.097427 2.731197
66954 SP500 10mos timeTopN 3 2022-10-07 30 yrs -0.000376 0.410021 5.182170 2.853278e-07 773.773302 0.018651 0.021780 0.079771 5.180356
86597 SP900 05mos timeTopN 3 2022-10-07 25 yrs -0.000626 0.557520 4.095268 4.797344e-05 237.567441 0.018416 0.023102 0.098947 4.043997
38909 R1001_4000 10mos timeTopN 3 2022-10-07 05 yrs -0.000052 0.169735 1.437211 1.533045e-01 1.980759 0.018370 0.034807 0.184719 1.459577
93671 SP400 01_03_06_12mos_FundX timeTopN 3 2022-10-07 25 yrs -0.000587 0.171812 4.003705 7.020248e-05 221.704997 0.018183 0.022960 0.100200 3.968875
33059 R1_4000 10mos timeTopN 3 2022-10-07 05 yrs -0.000052 0.183262 1.428865 1.556849e-01 1.939647 0.018134 0.034555 0.184449 1.451149
85967 SP900 01_03_06_12mos_FundX timeTopN 3 2022-10-07 25 yrs -0.000626 0.497936 3.889203 1.118525e-04 196.950376 0.017783 0.022990 0.103780 3.837039
94553 SP400 07mos timeTopN 3 2022-10-07 25 yrs -0.000587 0.343236 3.953305 8.629956e-05 196.494588 0.017775 0.022644 0.100108 3.917864
38981 R1001_4000 12mos timeTopN 3 2022-10-07 05 yrs -0.000052 0.112171 1.389093 1.674204e-01 1.875222 0.017758 0.042448 0.233564 1.407750
82313 SP101_500 08mos timeTopN 3 2022-10-07 25 yrs -0.000629 0.106620 4.096580 4.770982e-05 124.960167 0.016251 0.019705 0.084439 4.041863
48971 RMidCap 16mos timeTopN 3 2022-10-07 05 yrs -0.000163 -0.553317 1.416333 1.593125e-01 1.616227 0.016158 0.024496 0.132099 1.436381
24038 NBiot 23mos timeTopN 3 2022-10-07 10 yrs -0.000619 0.071800 1.949253 5.244001e-02 5.306314 0.015465 0.025420 0.143148 1.945311
82565 SP101_500 10mos timeTopN 3 2022-10-07 25 yrs -0.000629 0.444516 3.892961 1.101754e-04 87.127903 0.015041 0.018388 0.083044 3.835159
54971 SP100 01_03_06_12mos_FundX timeTopN 3 2022-10-07 25 yrs -0.000675 -0.011328 4.152111 3.773555e-05 63.747771 0.013999 0.016288 0.068927 4.092836
56573 SP100 12mos timeTopN 3 2022-10-07 25 yrs -0.000675 0.112618 4.171101 3.480562e-05 63.741715 0.013998 0.016239 0.068397 4.112331
33095 R1_4000 11mos timeTopN 3 2022-10-07 05 yrs -0.000052 -0.046237 1.276740 2.042008e-01 1.290140 0.013906 0.037047 0.221646 1.294696
76965 SP5DivArist 03mos timeTopN 3 2022-10-07 15 yrs -0.000863 -0.286302 3.402406 7.434794e-04 8.532005 0.012605 0.014102 0.057234 3.305762
14692 D30 35mos timeTopN 3 2022-10-07 10 yrs -0.001340 0.063166 3.334248 9.918816e-04 3.271416 0.012173 0.013178 0.045118 3.199547
76963 SP5DivArist 03mos timeTopN 3 2022-10-07 05 yrs -0.000748 -0.238523 1.871932 6.369186e-02 1.034940 0.011911 0.013530 0.056890 1.842230
2700 D30 06mos timeTopN 3 2022-10-07 10 yrs -0.001340 -0.204776 3.051138 2.538159e-03 3.110652 0.011850 0.013053 0.049215 2.905384
24995 NInet 06mos timeTopN 3 2022-10-07 05 yrs -0.000260 -0.014855 1.110243 2.691515e-01 1.021061 0.011796 0.020286 0.138276 1.136375
24887 NInet 03mos timeTopN 3 2022-10-07 05 yrs -0.000260 -0.022719 0.994589 3.219713e-01 0.824388 0.010071 0.018049 0.137295 1.018292
49655 RMidCap 35mos timeTopN 3 2022-10-07 05 yrs -0.000163 -1.272526 1.089536 2.781375e-01 0.816589 0.009999 0.017864 0.125196 1.105229
19991 N1_150 17mos timeTopN 3 2022-10-07 05 yrs -0.001065 -0.263639 1.082144 2.813951e-01 0.711727 0.008999 0.015525 0.115021 1.045529
19955 N1_150 16mos timeTopN 3 2022-10-07 05 yrs -0.001065 -0.681151 1.032126 3.041238e-01 0.707263 0.008955 0.017656 0.136758 1.000010
26993 N101_150 04mos timeTopN 3 2022-10-07 05 yrs -0.000285 -0.463402 0.815026 4.166996e-01 0.417443 0.005831 0.009674 0.090441 0.828579
46199 RMicCap 13mos timeTopN 3 2022-10-07 05 yrs -0.000257 0.166514 0.981750 3.282316e-01 0.335450 0.004833 0.027380 0.214330 0.989522
26882 N101_150 01mos timeTopN 3 2022-10-07 10 yrs -0.001561 -0.036147 1.020633 3.084646e-01 0.473515 0.003236 0.006070 0.076297 0.871511
45983 RMicCap 07mos timeTopN 3 2022-10-07 05 yrs -0.000257 1.502040 0.877719 3.818796e-01 0.065328 0.001055 0.026279 0.230233 0.884137
47603 R3001_4000 15mos timeTopN 3 2022-10-07 05 yrs -0.000052 0.151299 0.610785 5.425168e-01 -0.177293 -0.003247 0.015437 0.192170 0.622225
47567 R3001_4000 14mos timeTopN 3 2022-10-07 05 yrs -0.000052 0.913284 0.375958 7.076232e-01 -0.284921 -0.005574 0.008125 0.163162 0.385736