As of May 2026, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.68% compound annual return, with a 10.94% standard deviation. It suffered a maximum drawdown of -38.70% that required 39 months to be recovered.

As of May 2026, in the previous 30 Years, the Tyler Pinwheel Portfolio obtained a 7.92% compound annual return, with a 10.65% standard deviation. It suffered a maximum drawdown of -36.89% that required 36 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.

Scott Burns
Scott Burns Margaritaville Portfolio
Weight
(%)		 Ticker Name
34.00
VTI
Vanguard Total Stock Market
33.00
VEU
Vanguard FTSE All-World ex-US
33.00
TIP
iShares TIPS Bond
Tyler
Tyler Pinwheel Portfolio
Weight
(%)		 Ticker Name
15.00
EFA
iShares MSCI EAFE
15.00
VTI
Vanguard Total Stock Market
15.00
VNQ
Vanguard Real Estate
10.00
EEM
iShares MSCI Emerging Markets
10.00
IJS
iShares S&P Small-Cap 600 Value
15.00
IEI
iShares 3-7 Year Treasury Bond
10.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
10.00
GLD
SPDR Gold Trust

Portfolio Returns as of May 31, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_scott_burns.webp Margaritaville
Scott Burns 		9.20 3.13 10.00 22.34 7.77 9.44 7.68 9.50
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_tyler.webp Pinwheel
Tyler 		9.18 1.79 10.00 23.46 7.71 8.71 7.92 9.34
Returns over 1 year are annualized.

Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 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: ()
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Margaritaville Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 22.34 23.46
Infl. Adjusted (%) 17.43 18.51
DRAWDOWN
Deepest Drawdown Depth (%) -4.91 -5.62
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -4.91 -5.62
Start to Recovery (months) 2 3
Longest Negative Period (months) 3 2
RISK INDICATORS
Standard Deviation (%) 8.81 9.34
Sharpe Ratio 2.09 2.09
Sortino Ratio 2.64 2.53
Ulcer Index 1.36 1.56
Ratio: Return / Standard Deviation 2.54 2.51
Ratio: Return / Deepest Drawdown 4.55 4.18
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Margaritaville Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.77 7.71
Infl. Adjusted (%) 3.16 3.10
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Negative Period (months) 30 32
RISK INDICATORS
Standard Deviation (%) 11.40 11.13
Sharpe Ratio 0.38 0.39
Sortino Ratio 0.50 0.52
Ulcer Index 7.51 6.61
Ratio: Return / Standard Deviation 0.68 0.69
Ratio: Return / Deepest Drawdown 0.35 0.40
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Margaritaville Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.44 8.71
Infl. Adjusted (%) 5.86 5.16
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.72 10.36
Sharpe Ratio 0.68 0.63
Sortino Ratio 0.88 0.83
Ulcer Index 5.81 5.22
Ratio: Return / Standard Deviation 0.88 0.84
Ratio: Return / Deepest Drawdown 0.43 0.45
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Margaritaville Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.68 7.92
Infl. Adjusted (%) 4.99 5.23
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -36.89
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -36.89
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 10.94 10.65
Sharpe Ratio 0.50 0.54
Sortino Ratio 0.65 0.70
Ulcer Index 8.26 6.56
Ratio: Return / Standard Deviation 0.70 0.74
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Margaritaville Pinwheel
Author Scott Burns Tyler
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.50 9.34
Infl. Adjusted (%) 6.49 6.34
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -36.89
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -36.89
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 10.86 10.29
Sharpe Ratio 0.58 0.60
Sortino Ratio 0.77 0.78
Ulcer Index 7.31 5.91
Ratio: Return / Standard Deviation 0.87 0.91
Ratio: Return / Deepest Drawdown 0.25 0.25
Metrics calculated over the period 1 January 1985 - 31 May 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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Margaritaville Pinwheel
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 9.20 -4.91 9.18 -5.62
2025
 18.72 -1.59 19.66 -0.60
2024
 10.48 -2.90 9.66 -3.29
2023
 15.17 -7.90 13.20 -8.07
2022
 -16.10 -21.96 -13.57 -19.49
2021
 13.33 -2.96 13.53 -3.10
2020
 14.40 -14.40 9.12 -14.99
2019
 20.39 -3.64 19.31 -3.16
2018
 -6.92 -9.97 -6.39 -8.24
2017
 17.22 0.00 14.08 0.00
2016
 7.53 -3.63 8.63 -2.93
2015
 -2.03 -8.70 -2.88 -7.37
2014
 3.95 -3.16 6.12 -3.95
2013
 13.25 -4.31 9.02 -4.25
2012
 13.94 -5.67 12.60 -5.90
2011
 0.08 -12.82 -0.25 -12.72
2010
 11.85 -8.08 16.08 -7.26
2009
 25.18 -13.70 24.19 -14.81
2008
 -26.90 -30.74 -22.51 -27.78
2007
 10.88 -2.84 7.60 -4.41
2006
 14.22 -2.59 19.78 -3.25
2005
 8.11 -2.37 11.02 -2.58
2004
 13.95 -3.39 15.19 -5.84
2003
 26.41 -2.95 28.19 -3.19
2002
 -6.46 -11.78 -2.13 -11.06
2001
 -7.87 -14.71 -0.61 -8.88
2000
 -2.92 -8.17 1.80 -5.84
1999
 16.49 -2.94 15.18 -2.13
1998
 16.12 -9.72 3.43 -14.05
1997
 14.48 -4.68 8.85 -4.25
1996
 9.11 -2.95 13.00 -2.47
1995
 21.08 -0.70 14.60 -1.63
1994
 1.10 -5.54 -2.32 -6.30
1993
 18.69 -4.43 24.96 -3.33
1992
 1.10 -5.71 4.01 -2.90
1991
 20.28 -3.87 29.20 -3.25
1990
 -7.54 -14.53 -7.14 -12.51
1989
 19.01 -1.19 21.94 -1.96
1988
 16.51 -3.08 14.95 -2.14
1987
 10.87 -15.03 2.63 -14.91
1986
 31.94 -5.15 21.90 -2.21
1985
 35.93 -1.79 27.17 -1.91
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