Data Source: from January 1995 to September 2021

Last Update: 30 September 2021

The Larry Swedroe Larry Portfolio is exposed for 30% on the Stock Market.

It's a Medium Risk portfolio and it can be replicated with 4 ETFs.

In the last 10 years, the portfolio obtained a 4.98% compound annual return, with a 4.25% standard deviation.

In the last 25 years, a 6.64% compound annual return, with a 5.12% standard deviation.

In 2020, the portfolio granted a 1.29% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Larry Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Larry Swedroe Larry Portfolio has the following asset allocation:

30% Stocks
70% Fixed Income
0% Commodities

The Larry Swedroe Larry Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
15.00 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
7.50 % DLS WisdomTree International SmallCp Div Equity, Developed Markets, Small Cap, Value
7.50 % EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
70.00 % IEI iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Larry Swedroe Larry Portfolio guaranteed the following returns.

LARRY SWEDROE LARRY PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Larry Swedroe Larry Portfolio -1.39 -1.48 +0.50 +9.48 +5.64 +4.73 +4.98 +6.50 +6.64
Components
IJS
iShares S&P Small-Cap 600 Value
-1.46 -4.03 +0.66 +66.24 +8.16 +11.74 +14.78 +10.60 +10.64
DLS
WisdomTree International SmallCp Div
-3.63 +0.05 +4.92 +27.79 +4.78 +7.24 +9.06 +10.62 +7.72
EEM
iShares MSCI Emerging Markets
-3.87 -8.65 -5.14 +15.96 +7.76 +8.29 +5.81 +10.20 +6.12
IEI
iShares 3-7 Year Treasury Bond
-0.82 -0.10 +0.57 -1.82 +4.52 +2.09 +2.02 +3.87 +4.74
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Larry Swedroe Larry Portfolio: Dividend Yield page.

Historical Returns

Larry Swedroe Larry Portfolio - Historical returns and stats.

LARRY SWEDROE LARRY PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.39%
-1.39%
Sep 2021 - Sep 2021
0 - 1
3M
-1.48%
-1.48%
Jul 2021 - Sep 2021
1 - 2
6M
+0.50%
-1.72%
Jun 2021 - Sep 2021
3 - 3
YTD
+3.34%
-1.72%
Jun 2021 - Sep 2021
6 - 3
1Y
+9.48%
4.37%
-1.72%
Jun 2021 - Sep 2021
9 - 3
3Y
+5.64%
annualized
5.27%
-5.39%
Jan 2020 - Mar 2020
25 - 11
5Y
+4.73%
annualized
4.39%
-5.39%
Jan 2020 - Mar 2020
44 - 16
10Y
+4.98%
annualized
4.25%
-5.39%
Jan 2020 - Mar 2020
82 - 38
20Y
+6.50%
annualized
4.98%
-11.46%
Apr 2008 - Feb 2009
170 - 70
25Y
+6.64%
annualized
5.12%
-11.46%
Apr 2008 - Feb 2009
207 - 93
MAX
01 Jan 1995
+6.98%
annualized
5.08%
-11.46%
Apr 2008 - Feb 2009
225 - 96
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+8.32% -27.03% 50 50 0 Compare
All Weather Portfolio
Ray Dalio
+7.92% -12.19% 30 55 15 Compare
Robo Advisor 50
Betterment
+7.70% -30.72% 49.9 50.1 0 Compare
Stocks/Bonds 40/60
+7.27% -19.17% 40 60 0 Compare
Dynamic 40/60 Income
+7.22% -29.85% 40 60 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Larry Swedroe Larry Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.95% +23.60%
Apr 2003 - Mar 2004
-11.03%
Mar 2008 - Feb 2009
6.13%
2 Years
+6.74% +15.39%
Mar 2009 - Feb 2011
-1.61%
Mar 2007 - Feb 2009
0.67%
3 Years
+6.67% +12.70%
Apr 2003 - Mar 2006
+1.59%
Mar 2006 - Feb 2009
0.00%
5 Years
+6.75% +10.99%
Apr 2003 - Mar 2008
+2.49%
Jan 2014 - Dec 2018
0.00%
7 Years
+6.85% +10.25%
Jun 2000 - May 2007
+3.02%
Apr 2013 - Mar 2020
0.00%
10 Years
+6.97% +9.47%
Jan 1995 - Dec 2004
+4.05%
Nov 2010 - Oct 2020
0.00%
15 Years
+6.96% +8.47%
Jan 1995 - Dec 2009
+5.16%
Apr 2005 - Mar 2020
0.00%
20 Years
+6.82% +7.85%
Feb 1995 - Jan 2015
+6.30%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Larry Swedroe Larry Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Larry Swedroe Larry Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.55
74%
0.35
74%
0.51
74%
0.91
81%
0.41
59%
0.48
56%
0.45
63%
0.45
70%
0.58
63%
0.43
65%
0.89
85%
0.91
77%
Best
Year
3.5
2019
2.5
1998
4.0
2009
3.5
1999
4.6
2003
3.0
2000
3.7
2009
2.3
2000
3.7
1998
3.2
2011
3.7
2020
4.4
2000
Worst
Year
-4.5
2009
-3.4
2009
-3.9
2020
-3.9
2004
-2.3
2012
-2.3
2008
-1.8
1996
-2.8
1998
-3.1
2011
-4.4
2008
-0.9
2010
-1.3
2018
Statistics calculated for the period Jan 1995 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Larry Swedroe Larry Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+3.34% 0.9 1.3 0.6 1.0 1.3 -0.2 -0.6 0.5 -1.4
2020
+6.44% -0.5 -1.1 -3.9 2.4 1.1 1.0 1.3 1.0 -0.7 0.0 3.7 2.1
2019
+10.64% 3.5 0.6 0.5 1.1 -1.5 2.5 -0.3 0.1 0.9 1.2 0.4 1.4
2018
-3.54% 0.3 -1.7 0.6 -0.5 1.1 -0.4 0.6 0.6 -1.0 -2.8 1.0 -1.3
2017
+7.74% 0.9 0.7 0.5 1.0 0.4 0.4 1.2 0.4 0.9 0.4 0.3 0.5
2016
+6.87% -0.2 0.6 3.0 0.3 -0.3 1.3 1.7 -0.2 0.8 -1.3 0.2 0.7
2015
-0.54% 0.8 0.8 0.5 0.6 -0.2 -0.7 -0.4 -1.7 -0.2 1.4 -0.1 -1.2
2014
+2.38% -0.5 1.4 0.0 0.0 1.0 0.7 -1.1 1.5 -2.4 1.8 0.2 -0.3
2013
+6.31% 0.8 0.6 0.8 0.8 -0.9 -1.6 1.8 -1.3 3.2 1.6 0.8 -0.4
2012
+7.27% 3.1 0.6 -0.1 0.2 -2.3 1.2 0.3 1.1 1.2 -0.5 0.9 1.4
2011
+3.23% 0.2 0.5 0.6 1.8 0.4 -0.5 0.8 -0.9 -3.1 3.2 0.0 0.4
2010
+10.82% 0.1 1.1 1.7 1.8 -2.1 -0.1 3.1 -0.6 3.4 1.6 -0.9 1.3
2009
+10.12% -4.5 -3.4 4.0 3.4 1.8 -0.4 3.7 1.6 2.7 -1.4 2.6 0.1
2008
-2.44% 0.4 0.8 0.5 -0.5 0.0 -2.3 0.3 0.8 -1.7 -4.4 0.9 2.9
2007
+8.99% 0.3 1.0 0.9 1.3 0.5 -0.3 0.3 1.4 1.5 2.3 0.1 -0.5
2006
+9.57% 2.7 -0.2 0.7 0.7 -2.1 -0.1 0.6 1.9 0.8 2.2 2.0 0.2
2005
+6.71% 0.1 0.8 -1.4 0.2 1.8 1.4 0.8 1.3 0.1 -1.8 1.7 1.6
2004
+10.23% 1.5 1.8 1.4 -3.9 -0.1 1.6 -0.7 1.8 1.6 1.3 1.9 1.8
2003
+16.93% -0.9 0.4 -0.4 2.7 4.6 1.1 -0.9 2.0 2.0 2.0 0.9 2.4
2002
+7.68% 0.8 1.3 0.4 2.8 0.6 -0.4 -1.6 1.8 0.0 0.1 0.3 1.4
2001
+6.47% 3.2 -0.4 -1.6 1.3 0.7 0.3 1.2 0.7 -2.4 2.8 -0.1 0.6
2000
+10.81% -1.6 1.5 2.2 -1.1 -0.4 3.0 0.1 2.3 0.0 -0.1 0.1 4.4
1999
+4.08% -0.1 -3.3 1.7 3.5 -0.8 2.0 -0.6 -0.8 0.4 -0.1 0.9 1.3
1998
+6.06% 0.9 2.5 1.3 0.3 -1.0 -0.3 -1.2 -2.8 3.7 1.1 1.0 0.6
1997
+8.62% 0.6 0.4 -1.6 1.0 2.7 2.0 2.7 -1.8 2.5 -1.0 -0.3 1.1
1996
+5.81% 1.4 -1.3 -0.1 0.4 0.4 0.7 -1.8 0.8 2.0 1.5 2.6 -0.8
1995
+18.99% 0.5 2.4 0.9 1.9 4.1 1.0 0.8 1.0 0.8 0.1 2.1 2.0

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
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