Rebalancing: at every Jan 1st
Currency: USD
When holding the David Swensen Lazy Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 62 months (from January 2004 to February 2009).
This indicates that, within the same timeframe, any rolling period of 63 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
David Swensen Lazy Portfolio: ETF allocation and returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of Nov 30, 2024, the annualized return of the previous 10 years has been 6.71%.
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-35.77%
Mar 2008 - Feb 2009 |
+10.67% |
+48.80%
Mar 2009 - Feb 2010 |
17.95%
84 out of 468 |
-35.78%
Mar 2008 - Feb 2009 |
+7.74% |
+45.67%
Mar 2009 - Feb 2010 |
23.50%
110 out of 468 |
-19.80%
Mar 2007 - Feb 2009 |
+9.27% |
+34.03%
Mar 2009 - Feb 2011 |
10.31%
47 out of 456 |
-21.42%
Mar 2007 - Feb 2009 |
+6.48% |
+31.22%
Mar 2009 - Feb 2011 |
14.69%
67 out of 456 |
-9.56%
Mar 2006 - Feb 2009 |
+9.40% |
+23.62%
Mar 2009 - Feb 2012 |
5.86%
26 out of 444 |
-11.49%
Mar 2006 - Feb 2009 |
+6.46% |
+20.74%
Mar 2009 - Feb 2012 |
14.64%
65 out of 444 |
-4.12%
Mar 2005 - Feb 2009 |
+9.09% |
+19.91%
Mar 2009 - Feb 2013 |
1.16%
5 out of 432 |
-6.49%
Mar 2005 - Feb 2009 |
+6.48% |
+17.22%
Mar 2009 - Feb 2013 |
5.56%
24 out of 432 |
-1.29%
Mar 2004 - Feb 2009 |
+8.58% |
+18.06%
Jan 1985 - Dec 1989 |
0.48%
2 out of 420 |
-3.83%
Mar 2004 - Feb 2009 |
+6.02% |
+15.57%
Mar 2009 - Feb 2014 |
1.67%
7 out of 420 |
+3.93%
Mar 2003 - Feb 2009 |
+8.41% |
+16.64%
Mar 2009 - Feb 2015 |
0.00%
0 out of 408 |
+0.18%
Nov 2017 - Oct 2023 |
+5.97% |
+14.69%
Mar 2009 - Feb 2015 |
0.00%
0 out of 408 |
+2.61%
Mar 2002 - Feb 2009 |
+8.51% |
+15.73%
Jan 1985 - Dec 1991 |
0.00%
0 out of 396 |
+0.03%
Mar 2002 - Feb 2009 |
+6.04% |
+12.33%
Oct 1990 - Sep 1997 |
0.00%
0 out of 396 |
+2.30%
Mar 2001 - Feb 2009 |
+8.58% |
+15.02%
Oct 1985 - Sep 1993 |
0.00%
0 out of 384 |
-0.10%
Mar 2001 - Feb 2009 |
+6.03% |
+11.35%
Mar 2009 - Feb 2017 |
0.26%
1 out of 384 |
+2.25%
Mar 2000 - Feb 2009 |
+8.76% |
+15.07%
Jan 1985 - Dec 1993 |
0.00%
0 out of 372 |
-0.26%
Mar 2000 - Feb 2009 |
+6.22% |
+10.96%
Jan 1985 - Dec 1993 |
0.27%
1 out of 372 |
+3.38%
Mar 1999 - Feb 2009 |
+8.60% |
+13.27%
Oct 1990 - Sep 2000 |
0.00%
0 out of 360 |
+0.76%
Mar 1999 - Feb 2009 |
+6.23% |
+10.25%
Oct 1990 - Sep 2000 |
0.00%
0 out of 360 |
+3.26%
Mar 1998 - Feb 2009 |
+8.80% |
+13.77%
Jan 1985 - Dec 1995 |
0.00%
0 out of 348 |
+0.74%
Mar 1998 - Feb 2009 |
+6.30% |
+9.93%
Jan 1985 - Dec 1995 |
0.00%
0 out of 348 |
+4.38%
Mar 1997 - Feb 2009 |
+8.84% |
+13.92%
Oct 1985 - Sep 1997 |
0.00%
0 out of 336 |
+1.92%
Mar 1997 - Feb 2009 |
+6.26% |
+10.19%
Oct 1985 - Sep 1997 |
0.00%
0 out of 336 |
+4.87%
Apr 2007 - Mar 2020 |
+8.42% |
+13.99%
Jan 1985 - Dec 1997 |
0.00%
0 out of 324 |
+2.66%
Mar 1996 - Feb 2009 |
+5.93% |
+10.30%
Jan 1985 - Dec 1997 |
0.00%
0 out of 324 |
+5.48%
Apr 2006 - Mar 2020 |
+8.15% |
+13.56%
Jan 1985 - Dec 1998 |
0.00%
0 out of 312 |
+3.57%
Apr 2006 - Mar 2020 |
+5.73% |
+10.02%
Jan 1985 - Dec 1998 |
0.00%
0 out of 312 |
+5.01%
Oct 2007 - Sep 2022 |
+8.28% |
+13.50%
Jan 1985 - Dec 1999 |
0.00%
0 out of 300 |
+2.58%
Oct 2007 - Sep 2022 |
+5.75% |
+10.00%
Jan 1985 - Dec 1999 |
0.00%
0 out of 300 |
+4.94%
Nov 2007 - Oct 2023 |
+8.17% |
+12.82%
Jan 1985 - Dec 2000 |
0.00%
0 out of 288 |
+2.44%
Nov 2007 - Oct 2023 |
+5.77% |
+9.33%
Jan 1985 - Dec 2000 |
0.00%
0 out of 288 |
+5.47%
Nov 2006 - Oct 2023 |
+8.32% |
+11.91%
Jan 1985 - Dec 2001 |
0.00%
0 out of 276 |
+2.89%
Nov 2006 - Oct 2023 |
+5.82% |
+8.89%
Nov 1990 - Oct 2007 |
0.00%
0 out of 276 |
+6.19%
Oct 2005 - Sep 2023 |
+8.54% |
+11.06%
Dec 1988 - Nov 2006 |
0.00%
0 out of 264 |
+3.65%
Oct 2005 - Sep 2023 |
+6.01% |
+7.91%
Dec 1988 - Nov 2006 |
0.00%
0 out of 264 |
+6.47%
Nov 2004 - Oct 2023 |
+8.57% |
+11.78%
Jan 1985 - Dec 2003 |
0.00%
0 out of 252 |
+3.83%
Nov 2004 - Oct 2023 |
+6.08% |
+8.51%
Jan 1985 - Dec 2003 |
0.00%
0 out of 252 |
+6.35%
Apr 2000 - Mar 2020 |
+8.46% |
+11.99%
Jan 1985 - Dec 2004 |
0.00%
0 out of 240 |
+4.18%
Nov 2003 - Oct 2023 |
+5.93% |
+8.70%
Jan 1985 - Dec 2004 |
0.00%
0 out of 240 |
David Swensen Lazy Portfolio: ETF allocation and returns