Last Update: 30 April 2022

The Golden Butterfly Portfolio obtained a 8.16% compound annual return, with a 7.17% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.59% compound annual return, with a 10.38% standard deviation, in the last 30 Years.

Summary

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Golden Butterfly Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
30 Years Stats Return +8.16% +8.59%
Std Dev 7.17% 10.38%
Max Drawdown -14.81% -40.89%

Last Update: 30 April 2022

Historical Returns as of Apr 30, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Golden Butterfly Portfolio -5.36 -6.86 -3.29 +6.68 +6.28 +8.16 +8.18
David Swensen Lazy Portfolio -5.44 -8.36 -2.72 +7.58 +7.46 +8.59 +8.59
(*) Returns over 1 year are annualized

Capital Growth as of Apr 30, 2022

Golden Butterfly Portfolio: an investment of 1000$, since May 1992, now would be worth 10509.38$, with a total return of 950.94% (8.16% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since May 1992, now would be worth 11841.57$, with a total return of 1084.16% (8.59% annualized).

Golden Butterfly Portfolio: an investment of 1000$, since June 1991, now would be worth 11369.03$, with a total return of 1036.90% (8.18% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12788.19$, with a total return of 1178.82% (8.59% annualized).

Drawdowns

Drawdown comparison chart since April 1992.

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Golden Butterfly Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-14.81% Mar 2008 Feb 2009
-14.66% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-10.46% Jan 2022 Apr 2022
-9.44% May 1998 Aug 1998
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-8.12% Jan 2022 Apr 2022
-7.16% Feb 2020 Mar 2020
-6.86% Jun 2002 Jul 2002
-6.84% Mar 2015 Sep 2015
-6.37% Sep 2018 Dec 2018
-6.25% Feb 2015 Sep 2015
-5.90% Apr 2004 Apr 2004
-4.99% Feb 2001 Mar 2001
-4.74% May 2012 May 2012
-4.64% Feb 1994 Jun 1994

Drawdown comparison chart since June 1991.

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Golden Butterfly Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-14.81% Mar 2008 Feb 2009
-14.66% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-10.46% Jan 2022 Apr 2022
-9.44% May 1998 Aug 1998
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-8.12% Jan 2022 Apr 2022
-7.16% Feb 2020 Mar 2020
-6.86% Jun 2002 Jul 2002
-6.84% Mar 2015 Sep 2015
-6.37% Sep 2018 Dec 2018
-6.25% Feb 2015 Sep 2015
-5.90% Apr 2004 Apr 2004
-4.99% Feb 2001 Mar 2001
-4.74% May 2012 May 2012
-4.64% Feb 1994 Jun 1994

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Golden Butterfly Portfolio David Swensen Lazy Portfolio
2022
-8.12% -10.46%
2021
+9.35% +17.34%
2020
+13.93% +10.56%
2019
+18.03% +21.27%
2018
-4.03% -5.67%
2017
+10.96% +13.94%
2016
+10.82% +7.74%
2015
-3.71% -0.95%
2014
+9.13% +9.97%
2013
+6.26% +10.89%
2012
+8.84% +13.49%
2011
+8.86% +2.21%
2010
+16.54% +15.37%
2009
+10.77% +24.86%
2008
-4.18% -25.53%
2007
+9.58% +5.59%
2006
+12.44% +17.84%
2005
+8.04% +8.97%
2004
+9.88% +16.10%
2003
+18.85% +26.85%
2002
+3.15% -3.41%
2001
+2.71% -1.71%
2000
+6.88% +3.13%
1999
+4.24% +12.70%
1998
+8.03% +8.13%
1997
+13.09% +15.35%
1996
+8.18% +15.04%
1995
+21.86% +20.31%
1994
-1.98% -2.86%
1993
+14.50% +20.71%
1992
+9.15% +5.36%
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