Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMISX (QS U.S. LARGE CAP EQUITY FUND CLASS IS) | 10.78% | 29.82% | 25.09% | 8.95% | 12.25% | 12.09% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/06/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMISX (QS U.S. LARGE CAP EQUITY FUND CLASS IS) | 05/06/2008 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 29.82 | 25.09 | 8.95 | 12.25 | 12.09 | NA | … | … | 10.78 | 18.05 | 29.58 | 27.88 | -20.62 | 4.28 | 14.12 | 25.95 | -7.57 | 23.49 | 8.81 | -1.65 | 14.21 | 33.34 | 16.62 | 1.62 | 14.43 | 22.74 | -34.38 |
| Sharpe Ratio | NA | 2.36 | 1.47 | 0.33 | 0.54 | NA | NA | … | … | 1.90 | 0.81 | 1.87 | 1.81 | -0.87 | 0.17 | 0.39 | 1.80 | -0.52 | 3.21 | 0.61 | -0.11 | 1.17 | 2.91 | 1.28 | 0.07 | 0.80 | 0.91 | -1.06 |
| Standard Deviation(%) | NA | 11.90 | 15.31 | 19.71 | 19.83 | NA | NA | … | … | 13.36 | 18.90 | 13.88 | 13.51 | 25.55 | 24.37 | 35.54 | 13.62 | 17.32 | 7.14 | 14.03 | 15.90 | 12.12 | 11.45 | 13.02 | 23.32 | 18.00 | 24.75 | 45.18 |
| Draw Down(%) | NA | 8.69 | 20.22 | 39.06 | 39.06 | NA | NA | … | … | 8.69 | 20.22 | 9.53 | 8.99 | 25.94 | 19.20 | 35.27 | 8.53 | 21.67 | 2.89 | 12.94 | 13.08 | 8.68 | 5.94 | 10.36 | 19.93 | 16.02 | 24.36 | 46.38 |
| Yield(%) | 0.00 | 4.62 | 6.55 | 3.21 | 6.11 | 7.62 | 5.36 | … | … | 0.00 | 4.65 | 4.98 | 9.12 | 0.74 | 0.13 | 1.12 | 9.75 | 13.47 | 7.51 | 1.55 | 5.77 | 5.32 | 3.89 | 1.63 | 1.59 | 1.41 | 1.27 | 0.48 |
Data as of 06/04/2026, Common starting date is 05/06/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMISX (QS U.S. LARGE CAP EQUITY FUND CLASS IS) |
-1.88%
Dec 2019 – Dec 2022 |
1.92%
Dec 2017 – Dec 2022 |
7.06%
Oct 2013 – Oct 2023 |
7.54%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMISX (QS U.S. LARGE CAP EQUITY FUND CLASS IS) |
26.47%
Sep 2022 – Sep 2025 |
21.91%
Feb 2009 – Feb 2014 |
15.35%
Feb 2009 – Feb 2019 |
12.80%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart