Side-by-side comparison

Compare investment strategies

Costco and UnitedHealth Defensive Sleeve with T-Bills vs Net Payout Yield Large-Cap Dividend & Buyback Stocks

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Live). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

8.4%

18.7%Best

43.6%Best

10.9%

36.7%

14.6%Best

1.15Best

1.04

-23.5%

-8.0%Best

Fee

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0.75%

Minimum investment

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$1,000

Each source uses its own scale

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3(1-5 (Interactive Advisors))

Inception

2024-04-29

2010-11-04

Holdings

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60%

73%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Net Payout Yield Large-Cap Dividend & Buyback StocksLiveup 76.3%
S&P 500 ETFup 79.9%

No published history to chart: Costco and UnitedHealth Defensive Sleeve with T-Bills.

Every published figureShow 76 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalanced, defensive equity sleeve, momentum and mean reversion, risk management, tactical rotation

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Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

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STOCKS

ESG / responsible flag

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Smart beta flag

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Theme keywords (Interactive Advisors)

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Buybacks, Conservative, Dividends, Large-cap

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.20

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Benchmark (methodology text)

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Assigned by IA per portfolio (investable ETF; often S&P 500 ETF); shown optionally

Beta vs SPY, out-of-sample (out-of-sample)

1.13

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Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.49

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Returns

Annualized return since inception (Lighthorse, daily, live)

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10.92%

Backtest length

4,180

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Out-of-sample length

614

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Return since inception (annualized) (live account)

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10.90%

Return since inception (cumulative) (live account)

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422.00%

Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

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6.48%

Return, backtest period (annualized) (backtest)

41.97%

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Return, backtest period (cumulative) (backtest)

33k%

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Return, last 30 days (live account)

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-0.60%

Return, last 365 days (Lighthorse, daily, live)

—

22.01%

Return, last 365 days (live account)

—

18.70%

Return, last 5 years (cumulative) (live account)

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38.30%

Return, last 90 days (live account)

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1.80%

Return, out-of-sample period (annualized) (out-of-sample)

43.59%

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Return, out-of-sample period (cumulative) (out-of-sample)

141.82%

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Return, trailing 1 day (out-of-sample)

0.02%

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Return, trailing 1 month (out-of-sample)

0.34%

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Return, trailing 1 week (out-of-sample)

0.07%

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Return, trailing 1 year (backtest)

8.42%

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Return, trailing 1 year (out-of-sample)

8.42%

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Return, trailing 2 weeks (out-of-sample)

0.15%

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Return, trailing 3 months (out-of-sample)

14.51%

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Return, year to date (live account)

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12.40%

SPY annualized return over the backtest window (backtest)

14.49%

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Trading activity

Annualized turnover, backtest period (backtest)

42.91

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Annualized turnover, out-of-sample period (out-of-sample)

52.17

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Daily win rate, backtest period (backtest)

47.01%

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Daily win rate, out-of-sample period (out-of-sample)

61.07%

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Backtest

Backtest final value (from $10,000)

$3.3M

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Backtest regulatory fees

$10k

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Backtest slippage cost

$91k

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Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

0.73

Calmar ratio, backtest period (backtest)

1.60

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Calmar ratio, out-of-sample period (out-of-sample)

1.86

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Maximum drawdown since inception (Lighthorse, daily, live)

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-44.47%

Maximum drawdown, backtest period (backtest)

-26.27%

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Maximum drawdown, last 365 days (Lighthorse, daily, live)

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-8.04%

Maximum drawdown, last 365 days (live account)

—

-8.00%

Maximum drawdown, out-of-sample period (out-of-sample)

-23.50%

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Sharpe ratio since inception (Lighthorse, daily, live)

—

0.55

Sharpe ratio, backtest period (backtest)

1.40

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Sharpe ratio, last 365 days (Lighthorse, daily, live)

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1.20

Sharpe ratio, last 365 days (live account)

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1.04

Sharpe ratio, out-of-sample period (out-of-sample)

1.15

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Sortino ratio, backtest period (backtest)

3.08

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Sortino ratio, last 365 days (Lighthorse, daily, live)

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1.84

Sortino ratio, last 365 days (live account)

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1.62

Sortino ratio, out-of-sample period (out-of-sample)

2.43

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Standard deviation, backtest period (backtest)

27.69%

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Standard deviation, out-of-sample period (out-of-sample)

36.71%

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Value-at-risk 95% 1-week, last 365 days (live account)

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-3.40%

Volatility since inception (Lighthorse, daily, live)

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18.71%

Volatility, last 365 days (Lighthorse, daily, live)

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13.74%

Volatility, last 365 days (live account)

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14.60%

Quality

Community review status

ACTIVE

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Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.79

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Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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Rebalancing (methodology text)

—

Mirrors manager trades via co-trading; IA may make adjustment trades

Cost & access

Management / advisory fee

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0.75%

Minimum investment

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$1,000

Disclosure

Metrics calculated through

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2026-10-09

Popularity

Remixes (copies)

—

Watchers

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Risk score

Risk label (Interactive Advisors)

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Growth plus

Risk score 1-5 (Interactive Advisors)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources