Lag analysis for 3 member portfolios during 20240721

Note that you can sort by column by clicking on the column header (e.g. "Universe")
Date Universe label rowCount figure file
0 20240721 D30 IdxT_3d 546 20240721_D30_IdxT_3d.html file
1 20240721 N100 IdxT_3d 195 20240721_N100_IdxT_3d.html file
2 20240721 N100Tech IdxT_3d 117 20240721_N100Tech_IdxT_3d.html file
3 20240721 N101_150 IdxT_3d 103 20240721_N101_150_IdxT_3d.html file
4 20240721 N1_150 IdxT_3d 103 20240721_N1_150_IdxT_3d.html file
5 20240721 NBiot IdxT_3d 156 20240721_NBiot_IdxT_3d.html file
6 20240721 NInet IdxT_3d 102 20240721_NInet_IdxT_3d.html file
7 20240721 R1000 IdxT_3d 234 20240721_R1000_IdxT_3d.html file
8 20240721 R1001_4000 IdxT_3d 94 20240721_R1001_4000_IdxT_3d.html file
9 20240721 R1_200 IdxT_3d 94 20240721_R1_200_IdxT_3d.html file
10 20240721 R1_4000 IdxT_3d 95 20240721_R1_4000_IdxT_3d.html file
11 20240721 R2000 IdxT_3d 234 20240721_R2000_IdxT_3d.html file
12 20240721 R2001_3000 IdxT_3d 94 20240721_R2001_3000_IdxT_3d.html file
13 20240721 R3000 IdxT_3d 234 20240721_R3000_IdxT_3d.html file
14 20240721 R3001_4000 IdxT_3d 94 20240721_R3001_4000_IdxT_3d.html file
15 20240721 R501_3000 IdxT_3d 234 20240721_R501_3000_IdxT_3d.html file
16 20240721 RMicCap IdxT_3d 94 20240721_RMicCap_IdxT_3d.html file
17 20240721 RMidCap IdxT_3d 94 20240721_RMidCap_IdxT_3d.html file
18 20240721 SP100 IdxT_3d 234 20240721_SP100_IdxT_3d.html file
19 20240721 SP1000 IdxT_3d 195 20240721_SP1000_IdxT_3d.html file
20 20240721 SP101_500 IdxT_3d 234 20240721_SP101_500_IdxT_3d.html file
21 20240721 SP1500 IdxT_3d 195 20240721_SP1500_IdxT_3d.html file
22 20240721 SP400 IdxT_3d 234 20240721_SP400_IdxT_3d.html file
23 20240721 SP500 IdxT_3d 500 20240721_SP500_IdxT_3d.html file
24 20240721 SP5DivArist IdxT_3d 234 20240721_SP5DivArist_IdxT_3d.html file
25 20240721 SP600 IdxT_3d 195 20240721_SP600_IdxT_3d.html file
26 20240721 SP900 IdxT_3d 234 20240721_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
107657 SP600 03_06_12mos timeTopN 3 2024-07-19 05 yrs 0.001154 -2.874574 1.288603 2.000567e-01 23.390392 0.054679 0.118313 0.697956 1.313044
67301 SP1000 11mos timeTopN 3 2024-07-19 05 yrs 0.000811 -3.353184 1.317681 1.901631e-01 23.220528 0.054556 0.121246 0.701723 1.338373
66239 SP1000 03_11mos timeTopN 3 2024-07-19 05 yrs 0.000811 -2.527254 1.294289 1.980927e-01 19.061252 0.051250 0.119571 0.704468 1.314744
107567 SP600 01_03_06_12mos_FundX timeTopN 3 2024-07-19 05 yrs 0.001154 -2.565145 1.238762 2.178922e-01 17.862883 0.050171 0.113842 0.698322 1.262769
100223 SP1500 10mos timeTopN 3 2024-07-19 05 yrs 0.001327 -7.412178 1.171371 2.438094e-01 11.103814 0.042434 0.108794 0.704563 1.196083
100673 SP1500 15mos timeTopN 3 2024-07-19 05 yrs 0.001327 2.985595 2.263189 2.545226e-02 6.949000 0.035155 0.044905 0.147723 2.354628
59443 R1_200 03_11mos timeTopN 3 2024-07-19 05 yrs 0.001497 -1.022389 2.782293 6.286513e-03 5.449898 0.031555 0.035598 0.093876 2.937329
59659 R1_200 04mos timeTopN 3 2024-07-19 05 yrs 0.001497 -1.422471 2.911739 4.298827e-03 5.195945 0.030865 0.034279 0.086194 3.080563
95701 SP900 10mos timeTopN 3 2024-07-19 05 yrs 0.001331 3.125896 2.141066 3.432575e-02 4.836148 0.029838 0.037385 0.129146 2.242276
17171 N100 08mos timeTopN 3 2024-07-19 05 yrs 0.001852 0.013450 2.058588 4.173521e-02 4.047180 0.027348 0.033332 0.116943 2.207839
16235 N100 01_03_06_12mos_FundX timeTopN 3 2024-07-19 05 yrs 0.001852 0.079663 2.032803 4.431665e-02 3.976793 0.027107 0.033265 0.118178 2.180313
55921 R501_3000 05mos timeTopN 3 2024-07-19 05 yrs 0.000870 0.928389 1.511800 1.332582e-01 3.358758 0.024840 0.043403 0.215689 1.558729
46057 R3000 05mos timeTopN 3 2024-07-19 05 yrs 0.001295 -1.358896 1.498362 1.367096e-01 3.358758 0.024840 0.043403 0.215689 1.558729
37759 R2000 05mos timeTopN 3 2024-07-19 05 yrs 0.001449 0.674588 1.480886 1.413022e-01 3.295951 0.024592 0.043140 0.215635 1.549669
21125 N1_150 24mos timeTopN 3 2024-07-19 05 yrs 0.001852 -2.511434 1.653784 1.008294e-01 2.802964 0.022513 0.031379 0.136637 1.778897
43820 R2001_3000 05mos timeTopN 3 2024-07-19 10 yrs 0.000826 0.209528 1.969000 5.011328e-02 13.376893 0.022462 0.039450 0.213231 2.026714
37760 R2000 05mos timeTopN 3 2024-07-19 10 yrs 0.000826 -0.367794 2.115220 3.545071e-02 13.098399 0.022295 0.036128 0.181273 2.183263
64687 SP100 26mos timeTopN 3 2024-07-19 05 yrs 0.001714 -0.881783 2.261003 2.559149e-02 2.719347 0.022134 0.025231 0.079530 2.457412
55922 R501_3000 05mos timeTopN 3 2024-07-19 10 yrs 0.000663 -0.496339 2.109134 3.597792e-02 12.564905 0.021967 0.035954 0.181985 2.164202
20671 N1_150 15mos timeTopN 3 2024-07-19 05 yrs 0.001852 -1.194713 1.549162 1.240208e-01 2.677314 0.021940 0.031754 0.147768 1.664553
46058 R3000 05mos timeTopN 3 2024-07-19 10 yrs 0.000936 -2.700361 2.067537 3.976468e-02 11.836879 0.021497 0.035506 0.182135 2.135476
32523 R1000 16mos timeTopN 3 2024-07-19 15 yrs 0.001537 1.439319 3.249991 1.263480e-03 43.244361 0.021277 0.026156 0.101021 3.473768
104307 SP400 11mos timeTopN 3 2024-07-19 15 yrs 0.001398 2.384167 3.128032 1.904044e-03 40.242961 0.020879 0.025943 0.104317 3.336555
104809 SP400 15mos timeTopN 3 2024-07-19 05 yrs 0.000653 6.214115 1.628520 1.060817e-01 2.409541 0.020653 0.028569 0.131152 1.687331
61069 SP100 01_03_06_12mos_FundX timeTopN 3 2024-07-19 05 yrs 0.001714 -0.564818 2.326021 2.172445e-02 2.394378 0.020578 0.022896 0.069548 2.550079
31135 R1000 05mos timeTopN 3 2024-07-19 05 yrs 0.001289 0.447536 1.782889 7.717557e-02 2.388195 0.020547 0.025734 0.105073 1.897078
22634 N100Tech 17mos timeTopN 3 2024-07-19 10 yrs 0.000453 -0.564692 3.041229 2.619920e-03 10.111279 0.020269 0.023435 0.081089 3.165876
96457 SP900 16mos timeTopN 3 2024-07-19 05 yrs 0.001331 3.226592 1.560005 1.214367e-01 2.243621 0.019805 0.027478 0.128522 1.656106
22580 N100Tech 16mos timeTopN 3 2024-07-19 10 yrs 0.000453 -0.648456 2.959273 3.394960e-03 9.320868 0.019642 0.022814 0.081074 3.082548
73538 SP500 08mos timeTopN 3 2024-07-19 30 yrs 0.000825 0.777759 4.903990 1.162259e-06 871.405381 0.018987 0.022259 0.082364 5.127645
43819 R2001_3000 05mos timeTopN 3 2024-07-19 05 yrs 0.001449 1.013767 1.290310 1.994658e-01 1.913134 0.017980 0.034732 0.197445 1.362564
73539 SP500 08mos timeTopN 3 2024-07-19 35 yrs 0.000786 0.419366 4.976516 7.858283e-07 1722.532585 0.017902 0.021309 0.083888 5.205768
25529 NBiot 23mos timeTopN 3 2024-07-19 15 yrs 0.001453 -0.838078 2.321653 2.081231e-02 17.061233 0.016206 0.024761 0.133455 2.489223
53809 RMidCap 05mos timeTopN 3 2024-07-19 05 yrs 0.000604 1.520694 1.441062 1.522157e-01 1.541443 0.015667 0.021328 0.110078 1.500783
30125 N101_150 35mos timeTopN 3 2024-07-19 05 yrs 0.000870 2.558845 1.385431 1.685339e-01 1.527733 0.015575 0.021947 0.116299 1.461740
25385 NBiot 21mos timeTopN 3 2024-07-19 15 yrs 0.001453 -0.790222 2.194749 2.882331e-02 13.736070 0.015058 0.023326 0.132453 2.362777
30017 N101_150 32mos timeTopN 3 2024-07-19 05 yrs 0.000870 2.518318 1.363560 1.753018e-01 1.331254 0.014207 0.019418 0.103887 1.447865
90539 SP101_500 08mos timeTopN 3 2024-07-19 25 yrs 0.000967 0.952316 3.107237 1.978026e-03 41.428374 0.012571 0.015878 0.082544 3.331715
86287 SP5DivArist 14mos timeTopN 3 2024-07-19 05 yrs 0.000215 1.309676 1.679249 9.574952e-02 1.089152 0.012355 0.014372 0.064312 1.730977
90538 SP101_500 08mos timeTopN 3 2024-07-19 20 yrs 0.000861 1.066898 2.887392 4.060557e-03 18.014523 0.012347 0.015302 0.076856 3.084434
54134 RMidCap 11mos timeTopN 3 2024-07-19 10 yrs 0.000624 3.075831 1.701232 9.020547e-02 3.213126 0.012057 0.017834 0.109892 1.777732
42505 R1001_4000 12mos timeTopN 3 2024-07-19 05 yrs 0.001449 1.871243 1.166867 2.456167e-01 1.014997 0.011745 0.037259 0.235056 1.227839
8088 D30 17mos timeTopN 3 2024-07-19 40 yrs 0.000372 -0.199315 4.980636 7.515352e-07 201.385199 0.011124 0.012517 0.052539 5.219524
10158 D30 22mos timeTopN 3 2024-07-19 40 yrs 0.000372 -0.202966 4.715704 2.766232e-06 165.046757 0.010707 0.012196 0.054060 4.942806
84505 SP5DivArist 03_11mos timeTopN 3 2024-07-19 05 yrs 0.000215 1.266319 1.377356 1.710091e-01 0.845039 0.010261 0.012587 0.068551 1.422259
26683 NInet 01mos timeTopN 3 2024-07-19 05 yrs 0.000601 -1.666706 0.918170 3.604029e-01 0.663831 0.008521 0.016261 0.130310 0.966580
36065 R1_4000 16mos timeTopN 3 2024-07-19 05 yrs 0.001449 2.118900 0.959056 3.394913e-01 0.620344 0.008076 0.036799 0.282407 1.009351
35881 R1_4000 12mos timeTopN 3 2024-07-19 05 yrs 0.001449 1.708937 1.022096 3.088263e-01 0.572909 0.007577 0.032056 0.229277 1.082995
26522 NInet 01_03_06_12mos_FundX timeTopN 3 2024-07-19 10 yrs 0.000603 -1.606523 1.228288 2.205520e-01 1.453702 0.007508 0.014027 0.118163 1.300414
42671 R1001_4000 16mos timeTopN 3 2024-07-19 05 yrs 0.001449 2.582589 0.919817 3.595448e-01 0.430256 0.005982 0.035798 0.286105 0.969196
50426 RMicCap 05mos timeTopN 3 2024-07-19 10 yrs 0.000727 1.449662 0.778527 4.370316e-01 -0.279334 -0.002726 0.014575 0.192121 0.831036
50642 RMicCap 09mos timeTopN 3 2024-07-19 10 yrs 0.000727 1.111552 0.374106 7.086584e-01 -0.634088 -0.008343 0.006637 0.168824 0.430627
52118 R3001_4000 05mos timeTopN 3 2024-07-19 10 yrs 0.000826 3.029898 0.401517 6.883997e-01 -0.780162 -0.012545 0.009271 0.227108 0.447191
52117 R3001_4000 05mos timeTopN 3 2024-07-19 05 yrs 0.001449 5.664475 0.527122 5.990987e-01 -0.547398 -0.013125 0.021537 0.291601 0.572097