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Funds (13F)

Clearbridge Investments, LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.1%
S&P 500 +14.1%
Last 12 months
+7.7%
S&P 500 +12.1%
Sharpe ratio
0.71
S&P 500 0.78
Biggest drop
−31.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$50.6k
Clearbridge Investments, LLCS&P 500 $10,000 in Clearbridge Investments, LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Clearbridge Investments, LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Clearbridge Investments, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.1%+14.1%
Total return+406%+470%
Last 12 months+7.7%+12.1%
Last 3 months+0.8%—
Last month−0.2%—
This year so far+7.6%—
Volatility a year16.5%16.0%
Sharpe ratio0.710.78
Biggest drop−31.5%−31.8%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)−1.0% (−1.23)—
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.

Insights

CompanyWeightHeld sinceReturn since
NVDA5.7%——
GOOGL3.6%——
AAPL3.6%——
AMZN2.5%——
AVGO2.4%——
TSM2.0%——
MSFT2.0%——
V1.9%——
META1.8%——
WMB1.6%——
ASML1.5%——
PANW1.2%——
JPM1.2%——
JNJ1.2%——
LIN1.1%——
TXN1.1%——
VRTX1.0%——
NFLX1.0%——
ETN1.0%——
GWW0.9%——
ANET0.9%——
AZN0.8%——
TRV0.8%——
RTX0.8%——
CVS0.8%——
TSLA0.8%——
TMO0.7%——
UNP0.7%——
ETR0.7%——
MRSH0.7%——
SHW0.7%——
APD0.6%——
TEL0.6%——
TJX0.6%——
ABNB0.6%——
BX0.6%——
BAC0.6%——
VMC0.6%——
KO0.6%——
TRP0.5%——
CRWD0.5%——
VRT0.5%——
ORCL0.5%——
PBA0.5%——
AMT0.5%——
APO0.5%——
PSA0.5%——
LLY0.5%——
PG0.5%——
JCI0.5%——
WM0.5%——
LHX0.5%——
MNST0.5%——
OTIS0.5%——
SRE0.5%——
MU0.4%——
FCX0.4%——
BDX0.4%——
XPO0.4%——
ADP0.4%——
ISRG0.4%——
PNC0.4%——
MET0.4%——
COF0.4%——
HD0.4%——
TMUS0.4%——
AMD0.4%——
CMCSA0.4%——
OKE0.4%——
UBER0.3%——
ALNY0.3%——
SYK0.3%——
PFGC0.3%——
VST0.3%——
SNPS0.3%——
ENB0.3%——
DIS0.3%——
SHOP0.3%——
CMG0.3%——
CLH0.3%——
PCG0.3%——
POR0.3%——
CVX0.3%——
HLT0.3%——
OGE0.3%——
APP0.3%——
NOW0.3%——
WMT0.3%——
UNH0.3%——
SOBO0.3%——
SNOW0.3%——
ODFL0.3%——
HLN0.3%——
SPCX0.3%——
DDOG0.3%——
HON0.3%——
HONA0.3%——
KMI0.3%——
FANG0.2%——
NTRA0.2%——
CASY0.2%——
CEG0.2%——
EQT0.2%——
LSCC0.2%——
ADSK0.2%——
STX0.2%——
TKO0.2%——
RY0.2%——
CP0.2%——
HOOD0.2%——
AXON0.2%——
WEC0.2%——
UL0.2%——
NEE0.2%——
MCHP0.2%——
INTC0.2%——
GXO0.2%——
ARGX0.2%——
DTM0.2%——
COP0.2%——
TRGP0.2%——
ICE0.2%——
SPOT0.2%——
HWM0.2%——
NET0.2%——
BSX0.2%——
CNP0.2%——
CRDO0.2%——
TD0.2%——
EIX0.2%——
SCHW0.2%——
ALGM0.2%——
SBUX0.2%——
EPD0.2%——
BMO0.2%——
PODD0.2%——
IDXX0.2%——
EMR0.2%——
CWEN0.2%——
FWONK0.2%——
BA0.2%——
CRL0.1%——
VIK0.1%——
FITB0.1%——
FER0.1%——
MTSI0.1%——
BURL0.1%——
ARES0.1%——
PAGP0.1%——
CTAS0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+13.1%+14.1%0.710.78−31.5%1.02−1.0% (−1.23)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.0%+13.9%0.560.66−31.5%1.01−1.7% (−1.66)
Last three years3 Nov 2023 to 2 Nov 2026+17.4%+21.8%0.901.16−17.2%0.97−3.1% (−1.61)
Last year7 Nov 2025 to 2 Nov 2026+10.0%+14.2%0.550.84−8.3%0.88−2.5% (−0.65)
DateCompanyAction
14 Aug 2026WWDBought
14 Aug 2026WELLBought
14 Aug 2026WDCBought
14 Aug 2026TTWOBought
14 Aug 2026TROWBought
14 Aug 2026TRIBought
14 Aug 2026TACBought
14 Aug 2026SUIBought
14 Aug 2026STRLBought
14 Aug 2026SPCXBought
14 Aug 2026SNDRBought
14 Aug 2026RXOBought
14 Aug 2026QBTSBought
14 Aug 2026PUKBought
14 Aug 2026PRAXBought
14 Aug 2026NTRBought
14 Aug 2026MYRGBought
14 Aug 2026MXLBought
14 Aug 2026MTZBought
14 Aug 2026MTSIBought
14 Aug 2026MIRBought
14 Aug 2026LITEBought
14 Aug 2026LFTOBought
14 Aug 2026KYMRBought
14 Aug 2026HUTBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZTSSold
14 Aug 2026UPWKSold
14 Aug 2026ULTASold
14 Aug 2026TTSold
14 Aug 2026SLABSold
14 Aug 2026SAPSold
14 Aug 2026SAILSold
14 Aug 2026RYANSold
14 Aug 2026ROSTSold
14 Aug 2026REZISold
14 Aug 2026PSNSold
14 Aug 2026PENSold
14 Aug 2026PARSold
14 Aug 2026OTEXSold
14 Aug 2026OGSSold
14 Aug 2026NWGSold
14 Aug 2026MTGSold
14 Aug 2026MKCSold
14 Aug 2026MICCSold
14 Aug 2026MHKSold
14 Aug 2026LMBSold
14 Aug 2026LENSold
14 Aug 2026IPARSold
14 Aug 2026IONQSold
14 Aug 2026HIGSold

Dated at the rebalance that made the change.

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