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Congress: members

Alan S. Lowenthal

Backtest from 15 Jan 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.5%
S&P 500 +13.8%
Last 12 months
+3.9%
S&P 500 +12.1%
Sharpe ratio
0.60
S&P 500 0.73
Biggest drop
−34.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $46.1k$36.1k
Alan S. LowenthalS&P 500 $10,000 in Alan S. Lowenthal from 15 Jan 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Mirrors the disclosed stock holdings of Rep. Alan S. Lowenthal (Democrat, CA) and family. It buys on the first trading day after each report is filed, sized by the middle of the value band reported, starts from the holdings listed in the member's annual disclosure report once that report is public, and holds each position until a sale is reported. Call options count as the stock until they expire. Members often report weeks or months late, so this is what a follower could actually have done.

Alan S. Lowenthal's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.5%+13.8%
Total return+261%+361%
Last 12 months+3.9%+12.1%
Last 3 months+3.2%—
Last month+3.3%—
This year so far+3.2%—
Volatility a year16.9%16.5%
Sharpe ratio0.600.73
Biggest drop−34.0%−31.8%
Beta to the S&P 5000.961.00
Alpha a year (t-statistic)−1.6% (−0.96)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck. 628 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
NVDA13.3%24 Mar 2021+1529.3%
AAPL8.8%22 Jun 2021+158.3%
MSFT7.9%25 Feb 2019+396.5%
JPM7.9%16 May 2017+399.8%
DIS7.2%17 May 2016+24.4%
SCI5.1%25 Jul 2022+13.5%
AMZN4.8%11 Nov 2019+180.9%
MA4.2%22 Jun 2021+80.0%
JNJ4.0%25 Jul 2022+76.3%
GOOGL3.9%11 May 2018+418.5%
AZN3.9%25 Jul 2022+53.2%
BLK3.8%19 Nov 2018+249.6%
WCN3.8%16 Dec 2019+119.5%
SPGI3.6%14 Jun 2021+32.6%
VRSK3.4%18 Mar 2021+22.2%
TMUS2.9%24 Feb 2020+73.3%
NEE2.8%1 Apr 2020+84.5%
MDT1.9%5 Nov 2020+13.9%
BX1.6%24 Apr 2020+213.6%
AMT1.3%11 May 2018+70.2%
ZTS1.1%22 Jun 2021−52.9%
BA1.1%21 Jun 2022+28.2%
IBM1.0%17 May 2016+177.2%
CCI0.5%22 Jun 2021−43.3%
RUN0.3%4 Sept 2018−36.0%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest15 Jan 2015 to 2 Nov 2026+11.5%+13.8%0.600.73−34.0%0.96−1.6% (−0.96)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.2%+13.9%0.470.66−34.0%0.96−2.8% (−1.45)
Last three years3 Nov 2023 to 2 Nov 2026+18.5%+21.8%1.021.16−15.2%0.87−0.8% (−0.26)
Last year7 Nov 2025 to 2 Nov 2026+6.2%+14.2%0.240.84−11.2%0.78−5.1% (−0.80)
DateCompanyAction
26 Jul 2022ECLBought
25 Jul 2022SCIBought
25 Jul 2022JNJBought
25 Jul 2022AZNBought
21 Jun 2022BABought
23 Mar 2022CCKBought
7 Jan 2022JBIBought
15 Sept 2021BKNGBought
31 Aug 2021LZBought
9 Aug 2021DECKBought
7 Jul 2021COINBought
22 Jun 2021ZTSBought
22 Jun 2021MABought
22 Jun 2021CCIBought
22 Jun 2021AAPLBought
14 Jun 2021SPGIBought
18 May 2021DKNGBought
24 Mar 2021NVDABought
24 Mar 2021ADBEBought
18 Mar 2021VRSKBought
18 Mar 2021ADSKBought
8 Mar 2021AZNBought
11 Feb 2021BSXBought
8 Feb 2021IFFBought
8 Feb 2021DDBought

Dated on the first trading day after the report was filed, when a follower could have acted.

DateCompanyAction
22 Dec 2022CRMSold
25 Nov 2022TJXSold
14 Nov 2022ECLSold
7 Nov 2022BSXSold
31 Oct 2022CCKSold
25 Jul 2022KTOSSold
25 Jul 2022COINSold
7 Jul 2022UBERSold
23 May 2022ICESold
18 Apr 2022IFFSold
11 Apr 2022JBISold
23 Mar 2022DECKSold
7 Mar 2022ADSKSold
31 Jan 2022HDSold
27 Dec 2021BKNGSold
27 Dec 2021ADBESold
15 Dec 2021AZNSold
29 Nov 2021LZSold
15 Sept 2021GMSold
16 Jul 2021JNJSold
22 Jun 2021LLYSold
22 Jun 2021DKNGSold
22 Jun 2021ARCCSold
14 Jun 2021FISSold
24 Mar 2021DDSold

Dated on the first trading day after the report was filed, when a follower could have acted.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest