The Lazy Team Dynamic 40/60 Income Portfolio vs Scott Burns Couch Potato Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - May 2025 (~33 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1992/01 - 2025/05)
Inflation Adjusted:
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Invested Capital
June 1995
7.66$
Final Capital
May 2025
7.02%
Yearly Return
8.12%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
June 1995
3.63$
Final Capital
May 2025
4.39%
Yearly Return
8.12%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
1.00$
Invested Capital
January 1992
10.68$
Final Capital
May 2025
7.34%
Yearly Return
7.83%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Invested Capital
January 1992
4.60$
Final Capital
May 2025
4.67%
Yearly Return
7.83%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Invested Capital
June 1995
10.28$
Final Capital
May 2025
8.08%
Yearly Return
8.73%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
June 1995
4.88$
Final Capital
May 2025
5.42%
Yearly Return
8.73%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1992
14.01$
Final Capital
May 2025
8.22%
Yearly Return
8.55%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1992
6.04$
Final Capital
May 2025
5.53%
Yearly Return
8.55%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period

As of May 2025, in the previous 30 Years, the The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.02% compound annual return, with a 8.12% standard deviation. It suffered a maximum drawdown of -29.84% that required 26 months to be recovered.

As of May 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.08% compound annual return, with a 8.73% standard deviation. It suffered a maximum drawdown of -27.04% that required 30 months to be recovered.

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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

The Lazy Team Dynamic 40/60 Income Portfolio
Weight
(%)		 Ticker Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
EMB
iShares JP Morgan USD Em Mkts Bd
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Scott Burns Couch Potato Portfolio
Weight
(%)		 Ticker Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1992/01 - 2025/05)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 7.66 $ 666.02% 7.02%
Scott Burns Couch Potato
Scott Burns 		1 $ 10.28 $ 928.45% 8.08%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 3.63 $ 263.34% 4.39%
Scott Burns Couch Potato
Scott Burns 		1 $ 4.88 $ 387.82% 5.42%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 10.68 $ 968.05% 7.34%
Scott Burns Couch Potato
Scott Burns 		1 $ 14.01 $ 1 300.62% 8.22%
Jan 1992 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team Dynamic 40/60 Income
The Lazy Team 		1 $ 4.60 $ 360.31% 4.67%
Scott Burns Couch Potato
Scott Burns 		1 $ 6.04 $ 503.64% 5.53%
Jan 1992 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team 		1.51 1.88 -0.46 7.35 5.04 4.70 7.02 7.34
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		2.05 2.64 -0.44 9.49 8.23 7.30 8.08 8.22
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1992 - 31 May 2025 (~33 years)
1 Year
5 Years
10 Years
30 Years
All (1992/01 - 2025/05)
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Dynamic 40/60 Income Couch Potato
Author The Lazy Team Scott Burns
ASSET ALLOCATION
Stocks 40% 50%
Fixed Income 60% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.35 9.49
Infl. Adjusted (%) 4.86 6.95
DRAWDOWN
Deepest Drawdown Depth (%) -2.36 -3.00
Start to Recovery (months) 3* 6*
Longest Drawdown Depth (%) -2.36 -3.00
Start to Recovery (months) 3* 6*
Longest Negative Period (months) 7 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.28 6.79
Sharpe Ratio 0.50 0.70
Sortino Ratio 0.63 0.92
Ulcer Index 1.09 1.37
Ratio: Return / Standard Deviation 1.39 1.40
Ratio: Return / Deepest Drawdown 3.11 3.16
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Dynamic 40/60 Income Couch Potato
Author The Lazy Team Scott Burns
ASSET ALLOCATION
Stocks 40% 50%
Fixed Income 60% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.04 8.23
Infl. Adjusted (%) 0.40 3.45
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.77
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -17.33 -19.77
Start to Recovery (months) 30 27
Longest Negative Period (months) 38 32
RISK INDICATORS
Standard Deviation (%) 8.66 10.58
Sharpe Ratio 0.28 0.53
Sortino Ratio 0.38 0.70
Ulcer Index 6.98 7.30
Ratio: Return / Standard Deviation 0.58 0.78
Ratio: Return / Deepest Drawdown 0.29 0.42
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Dynamic 40/60 Income Couch Potato
Author The Lazy Team Scott Burns
ASSET ALLOCATION
Stocks 40% 50%
Fixed Income 60% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.70 7.30
Infl. Adjusted (%) 1.59 4.10
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.77
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -17.33 -19.77
Start to Recovery (months) 30 27
Longest Negative Period (months) 38 32
RISK INDICATORS
Standard Deviation (%) 7.96 9.46
Sharpe Ratio 0.37 0.58
Sortino Ratio 0.48 0.77
Ulcer Index 5.25 5.50
Ratio: Return / Standard Deviation 0.59 0.77
Ratio: Return / Deepest Drawdown 0.27 0.37
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Dynamic 40/60 Income Couch Potato
Author The Lazy Team Scott Burns
ASSET ALLOCATION
Stocks 40% 50%
Fixed Income 60% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.02 8.08
Infl. Adjusted (%) 4.39 5.42
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -27.04
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -10.30
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 62
RISK INDICATORS
Standard Deviation (%) 8.12 8.73
Sharpe Ratio 0.58 0.66
Sortino Ratio 0.76 0.87
Ulcer Index 4.85 5.17
Ratio: Return / Standard Deviation 0.86 0.93
Ratio: Return / Deepest Drawdown 0.24 0.30
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Dynamic 40/60 Income Couch Potato
Author The Lazy Team Scott Burns
ASSET ALLOCATION
Stocks 40% 50%
Fixed Income 60% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.34 8.22
Infl. Adjusted (%) 4.67 5.53
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -27.04
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -10.30
Start to Recovery (months) 30 33
Longest Negative Period (months) 69 62
RISK INDICATORS
Standard Deviation (%) 7.83 8.55
Sharpe Ratio 0.63 0.68
Sortino Ratio 0.82 0.89
Ulcer Index 4.65 5.02
Ratio: Return / Standard Deviation 0.94 0.96
Ratio: Return / Deepest Drawdown 0.25 0.30
Metrics calculated over the period 1 January 1992 - 31 May 2025
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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
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1992 - 31 May 2025 (~33 years)
30 Years
(1995/06 - 2025/05)

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Dynamic 40/60 Income Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-9.38 8 May 1998
Dec 1998
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010
-5.47 14 Mar 2015
Apr 2016

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Dynamic 40/60 Income Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-9.38 8 May 1998
Dec 1998
-8.78 14 Feb 1994
Mar 1995
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010

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
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 31 May 2025 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Dynamic 40/60 Income Couch Potato
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.51 -2.36 2.05 -2.83
2024
 9.59 -2.45 12.73 -3.08
2023
 11.97 -5.00 14.66 -6.50
2022
 -14.37 -17.33 -16.31 -19.77
2021
 6.72 -1.83 15.67 -2.76
2020
 8.28 -12.42 15.93 -10.72
2019
 15.91 -1.51 19.51 -2.63
2018
 -3.18 -5.09 -3.32 -8.06
2017
 9.18 0.00 12.07 0.00
2016
 7.53 -1.95 8.75 -2.08
2015
 0.21 -4.06 -0.70 -5.47
2014
 7.01 -1.44 8.07 -2.34
2013
 6.13 -3.06 12.48 -3.18
2012
 12.70 -2.72 11.42 -2.32
2011
 2.96 -7.19 7.12 -6.25
2010
 11.25 -3.72 11.78 -6.09
2009
 22.37 -15.04 18.92 -9.98
2008
 -14.80 -23.51 -18.47 -22.29
2007
 0.88 -3.23 8.64 -1.70
2006
 9.18 -1.29 7.99 -1.54
2005
 5.23 -1.76 4.40 -1.83
2004
 8.41 -3.31 10.53 -3.54
2003
 21.64 -1.30 19.38 -1.09
2002
 1.03 -6.73 -1.93 -6.44
2001
 8.71 -3.24 -1.68 -8.57
2000
 3.43 -4.13 3.54 -5.60
1999
 11.02 -2.15 9.67 -3.30
1998
 6.04 -9.38 16.26 -8.06
1997
 16.36 -2.49 21.85 -3.41
1996
 16.81 -1.12 11.14 -2.76
1995
 23.17 0.00 29.40 0.00
1994
 -3.19 -5.36 -3.21 -8.78
1993
 14.73 -0.57 13.19 -1.53
1992
 12.95 -0.70 8.92 -2.25
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