As of June 2026, in the previous 30 Years, the Alpha Architect Robust Portfolio obtained a 9.33% compound annual return, with a 11.26% standard deviation. It suffered a maximum drawdown of -44.20% that required 42 months to be recovered.

As of June 2026, in the previous 30 Years, the US Stocks Portfolio obtained a 10.30% compound annual return, with a 15.78% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Alpha Architect
Alpha Architect Robust Portfolio
Weight
(%)		 Ticker Name
30.00
MTUM
iShares Edge MSCI USA Momentum Fctr
10.00
VNQ
Vanguard Real Estate
7.50
DLS
WisdomTree International SmallCp Div
7.50
IJS
iShares S&P Small-Cap 600 Value
7.50
VTV
Vanguard Value
7.50
EFV
iShares MSCI EAFE Value
20.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GSG
iShares S&P GSCI Commodity Indexed Trust
US Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market

Portfolio Returns as of Jun 30, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of Jun 30, 2026
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~45Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_alpha_architect.webp Robust
Alpha Architect 		18.54 2.18 18.54 25.90 9.81 10.27 9.33 11.32
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		11.04 -0.39 11.04 23.17 12.24 15.04 10.30 11.89
Returns over 1 year are annualized.

Portfolio Metrics as of Jun 30, 2026

The following metrics, updated as of 30 June 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
Swipe left to see all data
Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 25.90 23.17
Infl. Adjusted (%) 21.20 18.57
DRAWDOWN
Deepest Drawdown Depth (%) -1.63 -5.51
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.46 -5.51
Start to Recovery (months) 2 3
Longest Negative Period (months) 1 6
RISK INDICATORS
Standard Deviation (%) 8.59 12.29
Sharpe Ratio 2.57 1.57
Sortino Ratio 4.42 2.44
Ulcer Index 0.47 1.54
Ratio: Return / Standard Deviation 3.01 1.89
Ratio: Return / Deepest Drawdown 15.90 4.21
Metrics calculated over the period 1 July 2025 - 30 June 2026
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 9.81 12.24
Infl. Adjusted (%) 5.29 7.62
DRAWDOWN
Deepest Drawdown Depth (%) -17.99 -24.81
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -17.99 -24.81
Start to Recovery (months) 28 24
Longest Negative Period (months) 29 28
RISK INDICATORS
Standard Deviation (%) 11.56 15.97
Sharpe Ratio 0.55 0.55
Sortino Ratio 0.74 0.75
Ulcer Index 6.26 8.63
Ratio: Return / Standard Deviation 0.85 0.77
Ratio: Return / Deepest Drawdown 0.55 0.49
Metrics calculated over the period 1 July 2021 - 30 June 2026
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.27 15.04
Infl. Adjusted (%) 6.70 11.30
DRAWDOWN
Deepest Drawdown Depth (%) -19.09 -24.81
Start to Recovery (months) 8 24
Longest Drawdown Depth (%) -17.99 -24.81
Start to Recovery (months) 28 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 11.52 15.71
Sharpe Ratio 0.70 0.82
Sortino Ratio 0.90 1.08
Ulcer Index 5.42 6.88
Ratio: Return / Standard Deviation 0.89 0.96
Ratio: Return / Deepest Drawdown 0.54 0.61
Metrics calculated over the period 1 July 2016 - 30 June 2026
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 9.33 10.30
Infl. Adjusted (%) 6.61 7.55
DRAWDOWN
Deepest Drawdown Depth (%) -44.20 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -44.20 -43.94
Start to Recovery (months) 42 67
Longest Negative Period (months) 62 139
RISK INDICATORS
Standard Deviation (%) 11.26 15.78
Sharpe Ratio 0.63 0.51
Sortino Ratio 0.81 0.67
Ulcer Index 8.38 14.32
Ratio: Return / Standard Deviation 0.83 0.65
Ratio: Return / Deepest Drawdown 0.21 0.20
Metrics calculated over the period 1 July 1996 - 30 June 2026
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Robust US Stocks
Author Alpha Architect
ASSET ALLOCATION
Stocks 70% 100%
Fixed Income 20% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 11.32 11.89
Infl. Adjusted (%) 8.20 8.75
DRAWDOWN
Deepest Drawdown Depth (%) -44.20 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -44.20 -43.94
Start to Recovery (months) 42 67
Longest Negative Period (months) 62 139
RISK INDICATORS
Standard Deviation (%) 10.81 15.32
Sharpe Ratio 0.71 0.54
Sortino Ratio 0.93 0.71
Ulcer Index 7.17 12.32
Ratio: Return / Standard Deviation 1.05 0.78
Ratio: Return / Deepest Drawdown 0.26 0.23
Metrics calculated over the period 1 January 1982 - 30 June 2026
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Inflation Adj:

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Robust US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 18.54 -1.63 11.04 -5.51
2025
 16.31 -2.37 17.10 -8.31
2024
 13.94 -3.80 23.81 -4.34
2023
 8.53 -6.88 26.05 -9.11
2022
 -10.29 -17.33 -19.51 -24.81
2021
 17.40 -3.99 25.67 -4.46
2020
 7.53 -19.09 21.03 -20.84
2019
 20.35 -3.33 30.67 -6.45
2018
 -6.10 -11.72 -5.21 -14.20
2017
 18.49 0.00 21.21 0.00
2016
 8.13 -3.96 12.83 -5.73
2015
 -0.63 -6.68 0.36 -8.84
2014
 5.13 -2.85 12.54 -3.17
2013
 19.10 -2.13 33.45 -3.03
2012
 12.28 -6.42 16.45 -6.82
2011
 2.08 -13.76 0.97 -17.58
2010
 14.95 -9.68 17.42 -13.26
2009
 17.10 -18.31 28.89 -17.72
2008
 -29.35 -32.35 -36.98 -38.08
2007
 9.03 -3.32 5.37 -5.23
2006
 14.56 -2.50 15.69 -3.22
2005
 13.33 -2.38 6.31 -4.48
2004
 18.01 -4.18 12.79 -3.56
2003
 28.95 -2.12 30.75 -4.27
2002
 0.96 -8.47 -20.47 -27.18
2001
 -7.16 -12.58 -10.97 -23.65
2000
 9.39 -3.34 -10.57 -15.87
1999
 18.95 -2.74 23.81 -6.42
1998
 13.95 -10.75 23.26 -17.57
1997
 16.27 -2.68 30.99 -4.56
1996
 20.00 -2.93 20.96 -6.17
1995
 26.04 -0.64 35.79 -1.17
1994
 -1.64 -6.68 -0.17 -7.43
1993
 14.31 -2.17 10.62 -2.77
1992
 8.50 -1.40 9.11 -2.40
1991
 23.44 -3.45 32.39 -4.47
1990
 -1.58 -6.78 -6.08 -16.20
1989
 26.71 -1.47 28.12 -3.05
1988
 15.37 -2.21 17.32 -3.42
1987
 7.28 -18.97 2.61 -29.34
1986
 23.86 -4.64 14.57 -7.92
1985
 30.79 -1.26 31.27 -4.77
1984
 6.69 -5.23 2.19 -9.02
1983
 19.86 -1.91 22.66 -4.00
1982
 23.06 -3.32 20.50 -11.21
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Master ETF Investing & maximize profits with Lazy Portfolios & Passive Strategies.
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