We don't know what Lot was thinking but you're right that Lot left Sodom with nothing. The Bible still says he's a righteous man:

(2 Peter 2:6-8 NIV) if he condemned the cities of Sodom and Gomorrah by burning them to ashes, and made them an example of what is going to happen to the ungodly; {7} and if he rescued Lot, a righteous man, who was distressed by the filthy lives of lawless men {8} (for that righteous man, living among them day after day, was tormented in his righteous soul by the lawless deeds he saw and heard)--