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Funds (13F)

Lynrock Lake LP

Backtest from 15 Feb 2019 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.0%
S&P 500 +15.6%
Last 12 months
+24.3%
S&P 500 +12.1%
Sharpe ratio
0.39
S&P 500 0.73
Biggest drop
−49.0%
S&P 500 −31.8%
$10.0k$20.0k 20192020202120222023202420252026 $30.6k$22.3k
Lynrock Lake LPS&P 500 $10,000 in Lynrock Lake LP from 15 Feb 2019 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Lynrock Lake 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.

Lynrock Lake LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.0%+15.6%
Total return+123%+206%
Last 12 months+24.3%+12.1%
Last 3 months+13.6%—
Last month+8.7%—
This year so far+8.3%—
Volatility a year33.8%18.0%
Sharpe ratio0.390.73
Biggest drop−49.0%−31.8%
Beta to the S&P 5001.111.00
Alpha a year (t-statistic)−1.4% (−0.15)—
Share of weeks up54%—

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
TDC35.1%——
YEXT14.2%——
ALLT14.1%——
PEGA8.5%——
RDCM5.9%——
PD5.7%——
TTGT5.0%——
BL4.8%——
CMRC4.4%——
AIOT0.9%——
QTI0.7%——
OSPN0.7%——
SVCO0.1%——
MRAM0.1%——
MITK0.0%——
OSS0.0%——
LTRX0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest15 Feb 2019 to 2 Nov 2026+11.0%+15.6%0.390.73−49.0%1.11−1.4% (−0.15)
Last three years3 Nov 2023 to 2 Nov 2026+3.5%+21.8%0.131.16−37.7%1.05−12.6% (−0.74)
Last year7 Nov 2025 to 2 Nov 2026+14.3%+14.2%0.440.84−31.6%0.97+5.2% (0.16)
DateCompanyAction
21 Aug 2026PEGABought
21 Aug 2026BLBought
22 May 2026QTIBought
22 May 2026GTMBought
20 Feb 2026PDBought
21 Nov 2025XPERBought
16 May 2025GPROBought
21 Feb 2025TTGTBought
21 Feb 2025MRAMBought
21 Feb 2025MITKBought
15 Nov 2024YEXTBought
15 Nov 2024TDCBought
15 Nov 2024SVCOBought
15 Nov 2024RDCMBought
15 Nov 2024OSSBought
15 Nov 2024OSPNBought
15 Nov 2024LTRXBought
15 Nov 2024GPROBought
15 Nov 2024CMRCBought
15 Nov 2024ALLTBought
15 Nov 2024AIOTBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026GTMSold
22 May 2026XPERSold
15 Aug 2025GPROSold
21 Feb 2025GPROSold

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