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Funds (13F)

Long Focus Capital Management, LLC

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

Watch this strategy
Return a year
+17.7%
S&P 500 +14.1%
Last 12 months
+9.3%
S&P 500 +12.1%
Sharpe ratio
0.65
S&P 500 0.63
Biggest drop
−22.1%
S&P 500 −20.5%
$10.0k$20.0k 20222023202420252026 $21.5k$18.6k
StrategyS&P 500 $10,000 in Long Focus Capital Management, 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 Long Focus Capital Management, 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.

Long Focus Capital Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+17.7%+14.1%
Total return+115%+86%
Last 12 months+9.3%+12.1%
Last 3 months−2.4%—
Last month+5.3%—
This year so far+5.2%—
Volatility a year22.2%16.2%
Sharpe ratio0.650.63
Biggest drop−22.1%−20.5%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)+4.1% (0.59)—
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
CHTR7.8%——
AMZN7.4%——
MOH6.2%——
CNC4.1%——
CMCSA4.1%——
RKT3.8%——
FTAI3.8%——
MSFT2.8%——
CVS2.7%——
GLNG2.6%——
VSAT2.6%——
BNTX2.6%——
KKR2.6%——
INSM2.5%——
BLDR2.5%——
DIS2.4%——
HHH2.3%——
PINS2.2%——
APO1.9%——
AR1.8%——
FOUR1.8%——
UNH1.6%——
AURA1.6%——
MAT1.6%——
HAPN1.5%——
B1.5%——
TIC1.4%——
AGO1.4%——
UBER1.3%——
HUM1.2%——
JD1.1%——
WOOF1.0%——
HLF1.0%——
ONIT0.9%——
SGHT0.9%——
ARHS0.9%——
LAD0.9%——
COF0.9%——
LAB0.9%——
BIDU0.8%——
CIGI0.7%——
FIP0.7%——
WYNN0.7%——
MELI0.7%——
MGTX0.7%——
BCYC0.6%——
PZZA0.5%——
TAL0.5%——
IOVA0.4%——
OPRT0.4%——
BABA0.3%——
UAL0.2%——
EXE0.1%——
NOW0.1%——
CLVT0.1%——
TDAY0.1%——
GOOGL0.1%——
DT0.1%——
AIOT0.1%——
XPL0.1%——
CABO0.1%——
NXST0.0%——
CSHR0.0%——
DXLG0.0%——
BIOX0.0%——

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+17.7%+14.1%0.650.63−22.1%1.02+4.1% (0.59)
Last three years3 Nov 2023 to 2 Nov 2026+21.4%+21.8%0.851.16−22.1%1.01+0.6% (0.07)
Last year7 Nov 2025 to 2 Nov 2026+11.1%+14.2%0.450.84−14.2%0.92−0.9% (−0.06)
DateCompanyAction
21 Aug 2026NXSTBought
21 Aug 2026MELIBought
21 Aug 2026DTBought
21 Aug 2026CSHRBought
22 May 2026WDAYBought
22 May 2026UBERBought
22 May 2026NOWBought
22 May 2026MSFTBought
22 May 2026MATBought
22 May 2026LYFTBought
22 May 2026KKRBought
22 May 2026DISBought
22 May 2026CRMBought
22 May 2026COFBought
22 May 2026CIGIBought
22 May 2026BABABought
22 May 2026BBought
20 Feb 2026TDAYBought
20 Feb 2026RKTBought
20 Feb 2026FOURBought
20 Feb 2026CABOBought
20 Feb 2026AMZNBought
21 Nov 2025WSCBought
21 Nov 2025TICBought
21 Nov 2025MOHBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WSCSold
21 Aug 2026WDAYSold
21 Aug 2026PENNSold
21 Aug 2026PARSold
21 Aug 2026NFESold
21 Aug 2026LYFTSold
21 Aug 2026LBTYKSold
21 Aug 2026GLIBASold
21 Aug 2026ELVSold
21 Aug 2026CZRSold
21 Aug 2026CRMSold
21 Aug 2026CSold
21 Aug 2026APGSold
22 May 2026TLYSSold
22 May 2026TESold
22 May 2026PYPLSold
22 May 2026PAGSSold
22 May 2026OVVSold
20 Feb 2026PCTSold
20 Feb 2026NESRSold
20 Feb 2026JILLSold
20 Feb 2026GSATSold
20 Feb 2026CTRNSold
20 Feb 2026CALYSold
21 Nov 2025SFSTSold

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