Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LBWIX (LEGG MASON BW DIVERSIFIED LARGE CAP VALUE FUND CLASS I) | 2.49% | 4.34% | 7.99% | 0.38% | 2.07% | 4.56% | NA | … | … |
Data as of 03/16/2026, Common starting date is 09/08/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LBWIX (LEGG MASON BW DIVERSIFIED LARGE CAP VALUE FUND CLASS I) | 09/08/2010 | 03/16/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.29 | 4.34 | 7.99 | 0.38 | 2.07 | 4.56 | NA | … | … | 2.49 | 5.64 | 7.86 | 5.35 | -13.37 | 10.63 | -4.24 | 12.70 | -17.61 | 10.67 | 6.75 | -9.26 | 12.13 | 31.79 | 15.11 | 5.79 | 12.18 |
| Sharpe Ratio | NA | 0.15 | 0.29 | -0.11 | 0.02 | NA | NA | … | … | 0.87 | 0.15 | 0.08 | 0.08 | -0.64 | 0.54 | -0.12 | 0.67 | -0.98 | 0.87 | 0.43 | -0.53 | 1.06 | 2.89 | 1.22 | 0.25 | 3.74 |
| Standard Deviation(%) | NA | 18.50 | 15.88 | 18.22 | 20.18 | NA | NA | … | … | 11.94 | 18.79 | 16.06 | 13.08 | 23.03 | 19.69 | 37.71 | 16.81 | 19.32 | 11.55 | 15.20 | 17.67 | 11.47 | 11.00 | 12.43 | 22.61 | 11.65 |
| Draw Down(%) | NA | 11.10 | 22.41 | 28.12 | 46.33 | NA | NA | … | … | 5.92 | 13.34 | 17.09 | 10.61 | 17.87 | 15.93 | 38.22 | 11.30 | 27.82 | 8.68 | 11.34 | 13.52 | 8.02 | 5.15 | 8.97 | 18.01 | 3.77 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.98 | 1.70 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 9.48 | 7.12 | 6.22 | 2.34 | 0.00 |
Data as of 03/16/2026, Common starting date is 09/08/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBWIX (LEGG MASON BW DIVERSIFIED LARGE CAP VALUE FUND CLASS I) |
-10.64%
Mar 2017 – Mar 2020 |
-6.12%
Mar 2015 – Mar 2020 |
0.16%
Apr 2015 – Apr 2025 |
4.50%
Dec 2010 – Dec 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LBWIX (LEGG MASON BW DIVERSIFIED LARGE CAP VALUE FUND CLASS I) |
22.68%
Sep 2011 – Sep 2014 |
13.70%
Nov 2010 – Nov 2015 |
7.93%
Sep 2011 – Sep 2021 |
5.65%
Nov 2010 – Nov 2025 |
Annualized Rolling Returns Comparison Chart