Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +0.75% | -3.20% | -4.13% | -3.76% | +0.20% | -4.63% | +6.62% | +0.63% | +1.31% | -0.97% |
| Market-price total return | +0.75% | -2.42% | -1.86% | +0.87% | +7.51% | +4.88% | +16.87% | +10.04% | +11.48% | +8.55% |
| NAV return | +1.19% | -1.57% | -2.48% | +1.01% | +3.74% | +2.17% | +6.08% | +1.31% | +1.07% | -0.52% |
| NAV total return | +1.19% | -0.87% | -0.43% | +5.32% | +10.51% | +11.28% | +15.41% | +9.80% | +10.08% | +7.52% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.12% | 0.12% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.15% | as above |
| Volatility, 5 years | 0.19% | 0.17% | as above |
| Maximum drawdown, 3 years | -21.81% | -20.50% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.72 | 0.73 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.02 | 1.02 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.70 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.64 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for LMP Capital & Income Fund Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.