Seasonality
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Aug is the seasonally strongest month over 5Y.
Aug averages +2.9% with a 83% win rate across 5 years of history.
Jun shows persistent seasonal weakness.
Jun averages -1.8% with only a 14% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +4.3% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +4.3% historically, with January alone posting a 33% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +15.0% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 31.13% | 3.76% | -7.67% | -14.30% | 2.41% | -3.33% | 14.38% | 4.45% | ||||
| 2025 | -4.73% | -2.72% | -0.08% | 6.95% | 0.97% | -3.33% | -9.10% | 8.23% | 10.36% | -1.47% | -6.92% | 6.44% |
| 2024 | -5.26% | 0.46% | 6.22% | 2.21% | 1.16% | -0.02% | 16.02% | 4.83% | 3.47% | -6.59% | -3.05% | -7.64% |
| 2023 | -4.78% | 3.02% | -0.32% | -1.75% | -3.76% | 3.69% | -3.04% | 1.11% | -8.79% | 11.17% | -0.81% | 1.22% |
| 2022 | 9.49% | 12.25% | 1.75% | -2.10% | 2.49% | -2.31% | -3.76% | 2.20% | -8.05% | 25.99% | 0.32% | 0.27% |
| 2021 | -9.34% | 3.41% | 11.88% | 2.99% | 1.11% | -1.01% | -1.77% | -2.49% | -4.09% | -3.70% | 1.13% | 6.63% |
| 2020 | -13.06% | -8.36% | 14.78% | 0.45% | -6.05% | 3.85% | 3.61% | -1.79% | -8.65% | 4.98% | -2.75% | |
| Avg | 2.75% | 1.02% | 0.49% | 1.25% | 0.69% | -1.77% | 2.37% | 2.91% | -1.48% | 2.79% | -0.73% | 0.70% |
LMT - Average returns for the respective month in the last 5 years
LMT Distribution of Daily Returns from 2021 to 2026
LMT Distribution of Daily % Changes
LMT - Average growth of $100 invested at start of year
5 years of data