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Funds (13F)

Liontrust Investment Partners LLP

Backtest from 12 Feb 2021 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+8.6%
S&P 500 +13.7%
Last 12 months
+6.0%
S&P 500 +12.1%
Sharpe ratio
0.34
S&P 500 0.67
Biggest drop
−35.6%
S&P 500 −23.9%
$10.0k$20.0k 202120222023202420252026 $20.8k$16.0k
StrategyS&P 500 $10,000 in Liontrust Investment Partners LLP from 12 Feb 2021 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Liontrust Investment Partners LLP'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.

Liontrust Investment Partners LLP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+8.6%+13.7%
Total return+60%+108%
Last 12 months+6.0%+12.1%
Last 3 months+5.4%—
Last month+3.0%—
This year so far+5.6%—
Volatility a year19.1%15.6%
Sharpe ratio0.340.67
Biggest drop−35.6%−23.9%
Beta to the S&P 5001.131.00
Alpha a year (t-statistic)−5.3% (−1.73)—
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
AZN4.6%——
TSM4.2%——
GOOGL4.0%——
AVGO3.8%——
TMO2.8%——
V2.5%——
CDNS2.3%——
WST2.3%——
WAT2.1%——
NVDA2.0%——
UBS1.9%——
SCHW1.9%——
MA1.9%——
SPOT1.9%——
VLTO1.8%——
ISRG1.8%——
IDXX1.8%——
CTAS1.8%——
LIN1.7%——
EW1.7%——
MPWR1.6%——
BDX1.6%——
EXC1.5%——
PGR1.5%——
ECL1.5%——
IR1.5%——
NDAQ1.4%——
ALC1.4%——
AAPL1.4%——
SHOP1.4%——
VRSN1.4%——
WMS1.4%——
NVR1.4%——
PANW1.3%——
CNM1.3%——
FERG1.3%——
AMZN1.2%——
AMT1.2%——
CAVA1.1%——
ADSK1.1%——
NBIS1.1%——
ZS0.9%——
TTAN0.9%——
META0.9%——
SFM0.8%——
SUNB0.8%——
LLY0.7%——
WSE0.7%——
APH0.7%——
MSFT0.6%——
EBAY0.6%——
ARM0.6%——
HEI0.5%——
MU0.4%——
STX0.4%——
VRSK0.4%——
COST0.4%——
TXN0.4%——
CRWD0.4%——
WMT0.4%——
MS0.4%——
TJX0.4%——
BABA0.3%——
AMAT0.3%——
ZGN0.3%——
DHR0.3%——
RACE0.3%——
RS0.3%——
UBER0.3%——
ALAB0.2%——
URI0.2%——
SNOW0.2%——
MELI0.2%——
JPM0.2%——
VRTX0.2%——
CART0.2%——
FCX0.2%——
NU0.2%——
OMCL0.2%——
IQV0.2%——
EXPE0.2%——
CARR0.2%——
PLTR0.2%——
BAM0.2%——
NEM0.2%——
HSAI0.2%——
CAT0.2%——
GS0.1%——
APO0.1%——
ETN0.1%——
NET0.1%——
ABNB0.1%——
LRCX0.1%——
FLY0.1%——
NOW0.1%——
B0.1%——
ALNY0.1%——
HAL0.1%——
PL0.1%——
BKR0.1%——
CRDO0.1%——
MNST0.1%——
COIN0.1%——
ICLR0.1%——
CBOE0.1%——
PTC0.1%——
NFLX0.1%——
BE0.1%——
TMUS0.1%——
ADI0.1%——
DDOG0.1%——
KLAC0.1%——
ORCL0.1%——
SLB0.1%——
MDB0.1%——
VZ0.1%——
CGNX0.1%——
AEM0.1%——
APP0.1%——
SNDK0.1%——
AUR0.1%——
GEV0.1%——
LMND0.1%——
QGEN0.1%——
CRWV0.1%——
TSLA0.1%——
COHR0.1%——
ZM0.1%——
LITE0.1%——
INTC0.1%——
CNC0.1%——
XYZ0.1%——
JBTM0.1%——
YMM0.1%——
INTU0.0%——
TT0.0%——
TSEM0.0%——
XP0.0%——
VALE0.0%——
BEAM0.0%——
IRMD0.0%——
ROP0.0%——
ZTS0.0%——
TRUP0.0%——
RELY0.0%——
MTD0.0%——
CRK0.0%——
NOMD0.0%——
CSGP0.0%——
TSCO0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest12 Feb 2021 to 2 Nov 2026+8.6%+13.7%0.340.67−35.6%1.13−5.3% (−1.73)
Last three years3 Nov 2023 to 2 Nov 2026+18.5%+21.8%0.881.16−17.6%1.01−2.7% (−0.70)
Last year7 Nov 2025 to 2 Nov 2026+8.4%+14.2%0.350.84−15.0%1.00−4.8% (−0.55)
DateCompanyAction
21 Aug 2026ZMBought
21 Aug 2026ZGNBought
21 Aug 2026YUMCBought
21 Aug 2026XPBought
21 Aug 2026WSEBought
21 Aug 2026WORBought
21 Aug 2026WMTBought
21 Aug 2026UBSBought
21 Aug 2026TTBought
21 Aug 2026TSEMBought
21 Aug 2026TSCOBought
21 Aug 2026TJXBought
21 Aug 2026TBBBBought
21 Aug 2026SUNBBought
21 Aug 2026STXBought
21 Aug 2026SPOTBought
21 Aug 2026SFMBought
21 Aug 2026RACEBought
21 Aug 2026QGENBought
21 Aug 2026NUBought
21 Aug 2026NPKIBought
21 Aug 2026NOMDBought
21 Aug 2026NBISBought
21 Aug 2026MGMBought
21 Aug 2026MDBBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VRTSold
21 Aug 2026UPSTSold
21 Aug 2026UNHSold
21 Aug 2026UCTTSold
21 Aug 2026TRMBSold
21 Aug 2026SOFISold
21 Aug 2026PCTYSold
21 Aug 2026NKESold
21 Aug 2026MKCSold
21 Aug 2026HOODSold
21 Aug 2026FUTUSold
21 Aug 2026CIENSold
21 Aug 2026CEGSold
21 Aug 2026BSXSold
21 Aug 2026ANETSold
21 Aug 2026AESISold
22 May 2026XPSold
22 May 2026WMTSold
22 May 2026VIPSSold
22 May 2026UBSSold
22 May 2026TTSold
22 May 2026TEAMSold
22 May 2026TCOMSold
22 May 2026TBBBSold
22 May 2026STXSold

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