Each row is one exact variant (window and basis), so a value appears only where a source publishes it.
Classification
AI categories (Composer)
buy & hold, passive, s&p 500, single-etf, u.s. equities
Asset classes / instruments
Composition (ETFs / Stocks / Mixed)
Curated collections (Interactive Advisors)
Portfolios with the best risk adjusted returns, Sector portfolios, Top performing portfolios
Theme keywords (Interactive Advisors)
Energy, Large-cap, Mid-cap
Market-relative
Alpha vs SPY, out-of-sample (out-of-sample)
Benchmark (methodology text)
Passive strategy advocates: Ideal for those who prefer a hands-off, index-tracking approach over active stock selection, letting a recognized benchmark guide all investment decisions.
Beta vs SPY, out-of-sample (out-of-sample)
Correlation (R) vs SPY, out-of-sample (out-of-sample)
Returns
Annualized return since inception (Lighthorse, daily, live)
Return since inception (annualized) (live account)
Return since inception (cumulative) (live account)
Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)
Return, backtest period (annualized) (backtest)
Return, backtest period (cumulative) (backtest)
Return, last 30 days (live account)
Return, last 365 days (Lighthorse, daily, live)
Return, last 365 days (live account)
Return, last 5 years (cumulative) (live account)
Return, last 90 days (live account)
Return, out-of-sample period (annualized) (out-of-sample)
Return, out-of-sample period (cumulative) (out-of-sample)
Return, trailing 1 day (out-of-sample)
Return, trailing 1 month (out-of-sample)
Return, trailing 1 week (out-of-sample)
Return, trailing 1 year (backtest)
Return, trailing 1 year (out-of-sample)
Return, trailing 2 weeks (out-of-sample)
Return, trailing 3 months (out-of-sample)
Return, year to date (live account)
SPY annualized return over the backtest window (backtest)
Trading activity
Annualized turnover, out-of-sample period (out-of-sample)
Daily win rate, backtest period (backtest)
Daily win rate, out-of-sample period (out-of-sample)
Backtest
Backtest final value (from $10,000)
Risk metrics
Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)
Calmar ratio, backtest period (backtest)
Calmar ratio, out-of-sample period (out-of-sample)
Maximum drawdown since inception (Lighthorse, daily, live)
Maximum drawdown, backtest period (backtest)
Maximum drawdown, last 365 days (Lighthorse, daily, live)
Maximum drawdown, last 365 days (live account)
Maximum drawdown, out-of-sample period (out-of-sample)
Sharpe ratio since inception (Lighthorse, daily, live)
Sharpe ratio, backtest period (backtest)
Sharpe ratio, last 365 days (Lighthorse, daily, live)
Sharpe ratio, last 365 days (live account)
Sharpe ratio, out-of-sample period (out-of-sample)
Sortino ratio, backtest period (backtest)
Sortino ratio, last 365 days (Lighthorse, daily, live)
Sortino ratio, last 365 days (live account)
Sortino ratio, out-of-sample period (out-of-sample)
Standard deviation, backtest period (backtest)
Standard deviation, out-of-sample period (out-of-sample)
Value-at-risk 95% 1-week, last 365 days (live account)
Volatility since inception (Lighthorse, daily, live)
Volatility, last 365 days (Lighthorse, daily, live)
Volatility, last 365 days (live account)
Quality
Holdings
Concentration (Herfindahl index, out-of-sample, as Composer reports it)
Construction
Logic complexity (node count)
Rebalancing (methodology text)
Cost & access
Management / advisory fee
Disclosure
Metrics calculated through
Popularity
Risk score
Risk label (Interactive Advisors)
Risk score 1-5 (Interactive Advisors)
