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Funds (13F)

Los Angeles Capital Management LLC

Backtest from 9 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.2%
S&P 500 +13.9%
Last 12 months
+14.8%
S&P 500 +12.1%
Sharpe ratio
0.81
S&P 500 0.77
Biggest drop
−31.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $64.9k$55.9k
StrategyS&P 500 $10,000 in Los Angeles Capital Management LLC from 9 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 Los Angeles 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.

Los Angeles Capital Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.2%+13.9%
Total return+549%+459%
Last 12 months+14.8%+12.1%
Last 3 months−0.4%—
Last month−3.4%—
This year so far+12.9%—
Volatility a year16.6%16.0%
Sharpe ratio0.810.77
Biggest drop−31.4%−31.8%
Beta to the S&P 5001.031.00
Alpha a year (t-statistic)+0.9% (1.26)—
Share of weeks up59%—

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
NVDA9.3%——
AAPL6.1%——
MSFT4.0%——
AVGO3.7%——
GOOGL2.6%——
AMZN2.1%——
LLY1.6%——
META1.5%——
HWM1.3%——
MU1.3%——
GEV1.2%——
LRCX1.1%——
AMD1.1%——
APH1.0%——
C0.9%——
BAC0.8%——
ALNY0.8%——
PSX0.8%——
EXPE0.8%——
TSLA0.8%——
ABBV0.8%——
AMAT0.7%——
ANET0.7%——
BPOP0.7%——
AIG0.7%——
TXN0.6%——
UHS0.6%——
CHRW0.6%——
HALO0.6%——
KLAC0.6%——
CSCO0.6%——
ALLY0.5%——
PLTR0.5%——
ROST0.5%——
VICI0.5%——
ADM0.5%——
CBOE0.5%——
KEYS0.5%——
UPS0.5%——
NEM0.4%——
VTR0.4%——
JBL0.4%——
VLO0.4%——
MDB0.4%——
GEN0.4%——
DLTR0.4%——
BKNG0.4%——
RL0.4%——
TEL0.4%——
MPC0.4%——
HR0.4%——
HIG0.4%——
HLNE0.4%——
CFG0.4%——
GD0.4%——
SYF0.4%——
NDAQ0.3%——
HAL0.3%——
MORN0.3%——
SNOW0.3%——
KEY0.3%——
ES0.3%——
MSCI0.3%——
DY0.3%——
INTC0.3%——
NTAP0.3%——
DINO0.3%——
FTI0.3%——
EIX0.3%——
CGNX0.3%——
FIX0.3%——
DG0.3%——
CCL0.3%——
MSI0.3%——
V0.3%——
Q0.3%——
FDX0.3%——
TWLO0.3%——
EXPD0.3%——
AEIS0.3%——
CAI0.3%——
EL0.3%——
JBHT0.3%——
UNP0.3%——
PCG0.3%——
EME0.3%——
CVS0.3%——
WST0.3%——
TT0.3%——
AVT0.3%——
INCY0.3%——
RCL0.3%——
HRB0.3%——
VRTX0.3%——
SANM0.3%——
A0.2%——
SNDK0.2%——
EXEL0.2%——
LYFT0.2%——
REGN0.2%——
ENSG0.2%——
KR0.2%——
TDY0.2%——
XYZ0.2%——
FSLR0.2%——
ADI0.2%——
HCA0.2%——
XPO0.2%——
EHC0.2%——
CIEN0.2%——
CCI0.2%——
NFLX0.2%——
ULS0.2%——
HII0.2%——
SCCO0.2%——
RPRX0.2%——
HPQ0.2%——
TPR0.2%——
JPM0.2%——
TSN0.2%——
INTU0.2%——
RDDT0.2%——
DOC0.2%——
STRL0.2%——
AHR0.2%——
FOXA0.2%——
CTAS0.2%——
MKTX0.2%——
GLPI0.2%——
SMTC0.2%——
CVX0.2%——
IVZ0.2%——
GM0.2%——
LSTR0.2%——
RKLB0.2%——
PNC0.1%——
BMRN0.1%——
CRUS0.1%——
EXE0.1%——
DDOG0.1%——
MLI0.1%——
AMT0.1%——
FFIV0.1%——
CSX0.1%——
HST0.1%——
WFC0.1%——
TER0.1%——
DIS0.1%——
MNST0.1%——
SPCX0.1%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest9 Aug 2013 to 2 Nov 2026+15.2%+13.9%0.810.77−31.4%1.03+0.9% (1.26)
2018 onwards5 Jan 2018 to 2 Nov 2026+15.4%+13.9%0.710.66−31.4%1.04+1.0% (1.06)
Last three years3 Nov 2023 to 2 Nov 2026+23.8%+21.8%1.181.16−19.1%1.09+0.5% (0.31)
Last year7 Nov 2025 to 2 Nov 2026+17.0%+14.2%0.970.84−8.0%1.04+2.1% (0.57)
DateCompanyAction
14 Aug 2026ZURABought
14 Aug 2026ZBIOBought
14 Aug 2026YSWYBought
14 Aug 2026XXIBought
14 Aug 2026XHRBought
14 Aug 2026WLTHBought
14 Aug 2026WLFCBought
14 Aug 2026WESTBought
14 Aug 2026WERNBought
14 Aug 2026VYGRBought
14 Aug 2026VGBought
14 Aug 2026VELOBought
14 Aug 2026UPBBought
14 Aug 2026UNCYBought
14 Aug 2026UMACBought
14 Aug 2026UHALBought
14 Aug 2026TTGTBought
14 Aug 2026TSSIBought
14 Aug 2026TRAXBought
14 Aug 2026THBought
14 Aug 2026TBLABought
14 Aug 2026SUNBBought
14 Aug 2026STUBBought
14 Aug 2026STLNBought
14 Aug 2026SRBKBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026YORWSold
14 Aug 2026WORSold
14 Aug 2026WBTNSold
14 Aug 2026VTEXSold
14 Aug 2026VRTSSold
14 Aug 2026VITLSold
14 Aug 2026VALSold
14 Aug 2026UMHSold
14 Aug 2026UFPTSold
14 Aug 2026UFPISold
14 Aug 2026UCBSold
14 Aug 2026TUSKSold
14 Aug 2026TTAMSold
14 Aug 2026TRAKSold
14 Aug 2026TMQSold
14 Aug 2026TMESold
14 Aug 2026TLRYSold
14 Aug 2026TCBXSold
14 Aug 2026SXCSold
14 Aug 2026STWDSold
14 Aug 2026SRSold
14 Aug 2026SPFISold
14 Aug 2026SLNDSold
14 Aug 2026SIGISold
14 Aug 2026SHOESold

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