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Funds (13F)

Luxor Capital Group, LP

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

Watch this strategy
Return a year
+6.7%
S&P 500 +14.1%
Last 12 months
−11.6%
S&P 500 +12.1%
Sharpe ratio
0.30
S&P 500 0.78
Biggest drop
−65.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$23.6k
Luxor Capital Group, LPS&P 500 $10,000 in Luxor Capital Group, LP 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 Luxor Capital Group, LP'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.

Luxor Capital Group, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+6.7%+14.1%
Total return+136%+470%
Last 12 months−11.6%+12.1%
Last 3 months−7.1%—
Last month+2.2%—
This year so far−11.3%—
Volatility a year26.9%16.0%
Sharpe ratio0.300.78
Biggest drop−65.8%−31.8%
Beta to the S&P 5001.311.00
Alpha a year (t-statistic)−8.2% (−1.76)—
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
NRG11.6%——
SGI10.6%——
PFGC8.2%——
FTAI8.1%——
GLNG7.1%——
GPC6.9%——
BKD6.6%——
AER6.3%——
GFF5.0%——
DASH4.0%——
GEO3.8%——
CXW3.8%——
CPNG3.7%——
CZR3.2%——
AZ2.3%——
ARMK1.7%——
PEGA0.9%——
NCMI0.8%——
LUXE0.7%——
CNK0.6%——
AMZN0.6%——
FER0.5%——
VSNT0.5%——
FUN0.4%——
THRY0.4%——
ECHO0.4%——
XPOF0.3%——
STRT0.2%——
GLIBA0.2%——
NVDA0.2%——
RSSS0.2%——
VRA0.1%——
MRT0.1%——
SNWV0.0%——
META0.0%——
TTAN0.0%——
WLFC0.0%——

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+6.7%+14.1%0.300.78−65.8%1.31−8.2% (−1.76)
2018 onwards5 Jan 2018 to 2 Nov 2026+1.9%+13.9%0.110.66−65.8%1.31−12.1% (−2.06)
Last three years3 Nov 2023 to 2 Nov 2026+16.0%+21.8%0.561.16−25.7%1.15−5.6% (−0.59)
Last year7 Nov 2025 to 2 Nov 2026−4.8%+14.2%−0.330.84−18.1%0.88−15.4% (−0.88)
DateCompanyAction
21 Aug 2026WLFCBought
21 Aug 2026STRTBought
21 Aug 2026SNWVBought
21 Aug 2026SGIBought
21 Aug 2026GPCBought
21 Aug 2026GFFBought
21 Aug 2026GEOBought
21 Aug 2026FERBought
21 Aug 2026CZRBought
21 Aug 2026CXWBought
21 Aug 2026ARMKBought
22 May 2026VSNTBought
22 May 2026VRABought
22 May 2026PFGCBought
22 May 2026NVDABought
22 May 2026ECHOBought
22 May 2026BDXBought
22 May 2026AZBought
20 Feb 2026TSMBought
20 Feb 2026CTRIBought
20 Feb 2026CPNGBought
20 Feb 2026BKDBought
21 Nov 2025UWMCBought
21 Nov 2025TONXBought
21 Nov 2025METABought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026TSMSold
21 Aug 2026TFINSold
21 Aug 2026SPHRSold
21 Aug 2026KLARSold
21 Aug 2026HROWSold
21 Aug 2026CTRISold
21 Aug 2026BDXSold
21 Aug 2026ATROSold
22 May 2026TONXSold
22 May 2026INTASold
22 May 2026FIPSold
22 May 2026COMPSold
20 Feb 2026UWMCSold
20 Feb 2026LBTYKSold
20 Feb 2026KHCSold
20 Feb 2026GFRSold
21 Nov 2025RRCSold
21 Nov 2025PDDSold
21 Nov 2025NXSTSold
21 Nov 2025LENSold
21 Nov 2025HSold
21 Nov 2025FERSold
21 Nov 2025EQXSold
21 Nov 2025DHISold
21 Nov 2025CPNGSold

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