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Funds (13F)

Lighthouse Investment Partners, LLC

Backtest from 18 Feb 2022 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.9%
S&P 500 +14.1%
Last 12 months
+16.3%
S&P 500 +12.1%
Sharpe ratio
0.49
S&P 500 0.63
Biggest drop
−19.2%
S&P 500 −20.5%
$10.0k$20.0k 20222023202420252026 $18.6k$17.0k
StrategyS&P 500 $10,000 in Lighthouse Investment Partners, LLC from 18 Feb 2022 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Lighthouse Investment Partners, 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.

Lighthouse Investment Partners, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.9%+14.1%
Total return+70%+86%
Last 12 months+16.3%+12.1%
Last 3 months−0.1%—
Last month+3.3%—
This year so far+11.7%—
Volatility a year17.4%16.2%
Sharpe ratio0.490.63
Biggest drop−19.2%−20.5%
Beta to the S&P 5000.891.00
Alpha a year (t-statistic)−0.6% (−0.13)—
Share of weeks up56%—

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
SPCX3.9%——
MA1.3%——
DLR1.3%——
WMT1.3%——
TTWO1.2%——
CBRS1.1%——
VTR1.1%——
NSC1.0%——
AMZN1.0%——
AMH1.0%——
AEE1.0%——
ADC0.9%——
FR0.9%——
DVN0.8%——
FTS0.8%——
HLT0.8%——
AJG0.8%——
BRX0.8%——
AFG0.7%——
EG0.7%——
CRH0.7%——
LXP0.7%——
CNM0.7%——
AHR0.7%——
COLB0.7%——
PGR0.7%——
MAA0.7%——
WPC0.7%——
MNST0.7%——
PM0.7%——
RGA0.7%——
IFF0.6%——
HSY0.6%——
DTE0.6%——
AEP0.6%——
EVRG0.6%——
BOH0.6%——
PNC0.6%——
META0.6%——
UDR0.6%——
PPL0.6%——
VMC0.6%——
IRT0.6%——
REG0.6%——
EQIX0.6%——
SN0.6%——
CL0.5%——
CINF0.5%——
BRO0.5%——
APD0.5%——
STT0.5%——
DINO0.5%——
SCHW0.5%——
WFC0.5%——
TMUS0.5%——
BAC0.5%——
ICE0.5%——
AR0.4%——
SKT0.4%——
RL0.4%——
CCEP0.4%——
TXN0.4%——
FUL0.4%——
BRBR0.4%——
REXR0.4%——
LLYVK0.4%——
EXE0.4%——
CELH0.4%——
JPM0.4%——
FWONK0.4%——
SNDR0.4%——
CHEF0.4%——
EPRT0.4%——
EPC0.4%——
MSFT0.4%——
KMB0.4%——
CUBE0.4%——
LEN0.4%——
CTRE0.4%——
BSY0.4%——
CUZ0.4%——
PNW0.3%——
CB0.3%——
AIG0.3%——
ATAT0.3%——
UNM0.3%——
WLK0.3%——
LRCX0.3%——
MUR0.3%——
SAIA0.3%——
ESS0.3%——
BKH0.3%——
SO0.3%——
NEE0.3%——
NI0.3%——
AXS0.3%——
ETR0.3%——
IBP0.3%——
AES0.3%——
PKG0.3%——
TOL0.3%——
FMC0.3%——
KRC0.3%——
COMP0.3%——
SWX0.3%——
FITB0.3%——
PNFP0.3%——
LPLA0.3%——
ELS0.3%——
W0.3%——
MDLZ0.3%——
PR0.3%——
GM0.3%——
HUN0.3%——
NDAQ0.3%——
CHD0.3%——
MOS0.3%——
CE0.3%——
CARR0.3%——
ECL0.2%——
KHC0.2%——
BE0.2%——
OGS0.2%——
MGM0.2%——
SKY0.2%——
CVE0.2%——
AZO0.2%——
KNX0.2%——
ACRE0.2%——
GL0.2%——
PARR0.2%——
SPG0.2%——
RY0.2%——
AMAT0.2%——
OXY0.2%——
CDW0.2%——
ANET0.2%——
PENN0.2%——
XRN0.2%——
PRI0.2%——
HST0.2%——
AME0.2%——
DRH0.2%——
SU0.2%——
CRDO0.2%——
VOYA0.2%——
TXNM0.2%——
PRMB0.2%——
VICI0.2%——
SMA0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest18 Feb 2022 to 2 Nov 2026+11.9%+14.1%0.490.63−19.2%0.89−0.6% (−0.13)
Last three years3 Nov 2023 to 2 Nov 2026+14.1%+21.8%0.711.16−19.2%0.75−2.5% (−0.49)
Last year7 Nov 2025 to 2 Nov 2026+16.0%+14.2%1.150.84−6.3%0.45+6.8% (0.82)
DateCompanyAction
21 Aug 2026ZMBought
21 Aug 2026ZIMBought
21 Aug 2026YMMBought
21 Aug 2026XYZBought
21 Aug 2026XRNBought
21 Aug 2026WYNNBought
21 Aug 2026WWDBought
21 Aug 2026WTTRBought
21 Aug 2026WTMBought
21 Aug 2026WSMBought
21 Aug 2026WMSBought
21 Aug 2026WLKBought
21 Aug 2026WLFCBought
21 Aug 2026WLDNBought
21 Aug 2026WHBought
21 Aug 2026WFCBought
21 Aug 2026WEXBought
21 Aug 2026WENBought
21 Aug 2026WATBought
21 Aug 2026WABBought
21 Aug 2026VSXYBought
21 Aug 2026VSTBought
21 Aug 2026VRSKBought
21 Aug 2026VRDNBought
21 Aug 2026VNETBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026YUMCSold
21 Aug 2026YETISold
21 Aug 2026XPSold
21 Aug 2026WMBSold
21 Aug 2026WFRDSold
21 Aug 2026WDCSold
21 Aug 2026VMISold
21 Aug 2026VISNSold
21 Aug 2026VERASold
21 Aug 2026VEEVSold
21 Aug 2026VALESold
21 Aug 2026VSold
21 Aug 2026UFPISold
21 Aug 2026UFCSSold
21 Aug 2026USold
21 Aug 2026TWFGSold
21 Aug 2026TUSold
21 Aug 2026TTEKSold
21 Aug 2026TROXSold
21 Aug 2026TJXSold
21 Aug 2026THRMSold
21 Aug 2026TERSold
21 Aug 2026TELSold
21 Aug 2026TDSold
21 Aug 2026TARSSold

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