Burton Malkiel Late Sixties and Beyond vs David Swensen Lazy Portfolio Comparison

Last Update: 29 February 2024

The Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.20% compound annual return, with a 11.68% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 7.78% compound annual return, with a 10.88% standard deviation, in the last 30 Years.

Summary

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Burton Malkiel Late Sixties and Beyond Portfolio David Swensen Lazy Portfolio
Portfolio Risk High High
Asset Allocation Stocks 71% 70%
Fixed Income 29% 30%
Commodities 0% 0%
30 Years Stats Return +8.20% +7.78%
Std Dev 11.68% 10.88%
Max Drawdown -41.80% -40.89%
All time Stats
(Since Jan 1985)
Return +9.78% +9.42%
Std Dev 11.64% 10.79%
Max Drawdown -41.80% -40.89%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Burton Malkiel Late Sixties and Beyond Portfolio +2.56 +7.85 +13.56 +6.84 +6.62 +8.20 +9.78
David Swensen Lazy Portfolio +2.31 +7.32 +12.41 +6.63 +6.26 +7.78 +9.42
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since March 1994, now would be worth 10.62$, with a total return of 962.39% (8.20% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 846.33% (7.78% annualized).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since January 1985, now would be worth 38.68$, with a total return of 3767.53% (9.78% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 33.94$, with a total return of 3293.96% (9.42% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Burton Malkiel Late Sixties and Beyond Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.40% May 2011 Sep 2011 (5) Feb 2012 (10) 5.05
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-11.28% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.62
-10.67% Sep 2000 Sep 2002 (25) May 2003 (33) 5.86
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.72% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.95
-7.04% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.88
-6.84% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.51
-6.12% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.15
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55

Drawdown comparison chart since January 1985.

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Burton Malkiel Late Sixties and Beyond Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-19.08% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.05
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-13.63% Aug 1990 Sep 1990 (2) Feb 1991 (7) 7.86
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.40% May 2011 Sep 2011 (5) Feb 2012 (10) 5.05
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-11.28% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.62
-10.67% Sep 2000 Sep 2002 (25) May 2003 (33) 5.86
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.21% Feb 1994 Nov 1994 (10) May 1995 (16) 5.21
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63

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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Year Return Drawdown Return Drawdown
2024
+1.58%
-0.95%
+1.23%
-1.06%
2023
+14.40%
-8.53%
+14.13%
-8.59%
2022
-16.23%
-22.44%
-17.86%
-22.43%
2021
+15.40%
-3.79%
+17.34%
-3.57%
2020
+10.03%
-16.82%
+10.56%
-14.66%
2019
+22.55%
-3.12%
+21.27%
-2.73%
2018
-5.90%
-8.08%
-5.67%
-8.18%
2017
+16.49%
0.00%
+13.94%
0.00%
2016
+8.48%
-3.07%
+7.74%
-3.13%
2015
-1.63%
-7.72%
-0.95%
-6.84%
2014
+9.01%
-3.10%
+9.97%
-3.50%
2013
+12.49%
-4.03%
+10.89%
-4.57%
2012
+14.20%
-5.09%
+13.49%
-4.74%
2011
+1.01%
-13.38%
+2.21%
-12.40%
2010
+14.47%
-8.21%
+15.37%
-7.79%
2009
+25.30%
-17.05%
+24.86%
-16.73%
2008
-26.02%
-31.57%
-25.53%
-30.78%
2007
+5.18%
-5.15%
+5.59%
-4.67%
2006
+20.06%
-2.71%
+17.84%
-2.82%
2005
+9.86%
-2.99%
+8.97%
-2.65%
2004
+14.78%
-7.04%
+16.10%
-5.90%
2003
+29.73%
-0.86%
+26.85%
-1.91%
2002
-5.70%
-12.20%
-3.41%
-9.34%
2001
+5.85%
-9.27%
-1.71%
-9.38%
2000
+2.46%
-6.12%
+3.13%
-5.95%
1999
+12.48%
-4.06%
+12.70%
-3.25%
1998
+5.92%
-16.48%
+8.13%
-11.28%
1997
+15.13%
-4.83%
+15.35%
-3.79%
1996
+18.95%
-2.65%
+15.04%
-2.41%
1995
+20.20%
-1.35%
+20.31%
-1.03%
1994
-3.17%
-7.20%
-2.86%
-8.21%
1993
+23.51%
-2.85%
+20.71%
-3.68%
1992
+4.84%
-2.71%
+5.36%
-3.21%
1991
+33.86%
-3.74%
+29.05%
-3.46%
1990
-5.42%
-13.63%
-6.06%
-12.63%
1989
+26.07%
-1.94%
+21.59%
-1.39%
1988
+16.73%
-2.39%
+15.34%
-2.25%
1987
-0.94%
-19.08%
+2.49%
-16.20%
1986
+18.93%
-4.58%
+23.31%
-3.94%
1985
+27.52%
-2.25%
+29.41%
-1.92%