LRSOX Performance — Small-Cap Value Series, Class F3
Data updated: 2026-07-29
LRSOX returned +11.79% year to date and +25.11% over one year to May 2026. Annualised returns are +14.34% over 3 years and +5.27% over 5 years. The fund trailed its US Small Value category average: $100 invested three years ago grew to $149, against $156 for the category, and to $125 over one year, against $129. Volatility over the past three years was 18.64% a year. In the 12 months to May 2026 the fund lost a net $22.3M, and assets reached $389.56M.
LRSOX Growth of $100
What $100 invested in Small-Cap Value Series grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | LRSOX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $125 | $129 |
| 3 years (Jun 2023 – May 2026) | $149 | $156 |
| 5 years (Jun 2021 – May 2026) | $129 | $140 |
| Since data start (Sep 2019 – May 2026) | $177 | $210 |
LRSOX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.79% |
| 1 year | +25.11% |
| 3 years (annualised) | +14.34% |
| 5 years (annualised) | +5.27% |
LRSOX Annual Returns
Calendar-year total returns of Small-Cap Value Series, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +11.79% |
| 2025 | +0.96% |
| 2024 | +13.28% |
| 2023 | +20.10% |
| 2022 | −17.19% |
| 2021 | +26.81% |
| 2020 | −1.19% |
| 2019 (Sep–Dec) | +11.35% |
LRSOX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.3% | +1.1% | −5.6% | +11.1% | −0.8% | — | — | — | — | — | — | — |
| 2025 | +1.8% | −5.5% | −5.6% | −4.2% | +3.7% | +6.2% | +1.9% | +3.5% | −1.4% | −2.1% | +2.5% | +0.9% |
| 2024 | −1.6% | +3.5% | +4.0% | −6.0% | +6.3% | −1.4% | +9.6% | −1.0% | −1.1% | −1.4% | +11.2% | −7.8% |
| 2023 | +9.7% | +0.1% | −4.2% | −0.5% | −1.9% | +8.4% | +4.9% | −2.8% | −5.4% | −5.5% | +7.8% | +9.8% |
| 2022 | −5.4% | +0.5% | −1.7% | −7.9% | +1.5% | −11.2% | +8.8% | −2.5% | −10.2% | +12.1% | +4.2% | −4.2% |
| 2021 | +2.5% | +10.7% | +4.1% | +4.1% | +1.4% | −2.5% | −3.1% | +1.4% | −1.6% | +4.7% | −2.4% | +5.4% |
| 2020 | −4.0% | −10.8% | −27.3% | +13.4% | +5.9% | +2.7% | +2.4% | +2.4% | −5.6% | +3.7% | +17.8% | +6.3% |
| 2019 | — | — | — | — | — | — | — | — | +4.7% | +0.3% | +2.8% | +3.2% |
LRSOX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 18.64%
- 3-year Sharpe ratio: 0.53 (vs 4.5% risk-free rate)
- Best month: +11.25% (Nov 2024)
- Worst month: −7.76% (Dec 2024)
LRSOX Fund Flows
Monthly money in and out of Small-Cap Value Series, from SEC Form N-PORT.
- 12-month net flow: −$22.3M
- 12-month gross sales (incl. reinvestments): $40.5M
- Sales ÷ redemptions: 0.65×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $1.2M | $4.1M | −$2.9M |
| Apr 2026 | $2.3M | $3.8M | −$1.5M |
| Mar 2026 | $1.0M | $4.5M | −$3.4M |
| Feb 2026 | $1.7M | $5.8M | −$4.2M |
| Jan 2026 | $1.4M | $6.2M | −$4.8M |
| Dec 2025 | $26.0M | $10.6M | $15.4M |
| Nov 2025 | $1.1M | $5.1M | −$4.0M |
| Oct 2025 | $1.2M | $4.7M | −$3.5M |
| Sep 2025 | $1.7M | $3.6M | −$1.8M |
| Aug 2025 | $1.2M | $4.1M | −$2.9M |
| Jul 2025 | $801K | $6.4M | −$5.6M |
| Jun 2025 | $878K | $3.9M | −$3.0M |
LRSOX Assets Under Management
Net assets of Small-Cap Value Series by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $389.56M |
| 2026-02-28 | $382.23M |
| 2025-11-30 | $366.71M |
| 2025-08-31 | $380.26M |
| 2025-05-31 | $350.36M |
| 2025-02-28 | $374.27M |
| 2024-11-30 | $436.97M |
| 2024-08-31 | $416.02M |
| 2024-05-31 | $403.30M |
| 2024-02-29 | $400.08M |
| 2023-11-30 | $371.80M |
| 2023-08-31 | $397.67M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.