Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.03%
1 Day
Dec 01 2023
1.03%
Current Month
December 2023
The Larry Swedroe Larry Portfolio is a Medium Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 30% on the Stock Market.
In the last 30 Years, the Larry Swedroe Larry Portfolio obtained a 5.81% compound annual return, with a 5.57% standard deviation.
Table of contents
Asset Allocation and ETFs
The Larry Swedroe Larry Portfolio has the following asset allocation:
30% Stocks
70% Fixed Income
0% Commodities
The Larry Swedroe Larry Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 15.00 |
IJS
|
USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 7.50 |
DLS
|
USD | WisdomTree International SmallCp Div | Equity, Developed Markets, Small Cap, Value |
| 7.50 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 70.00 |
IEI
|
USD | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Nov 30, 2023
The Larry Swedroe Larry Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
LARRY SWEDROE LARRY PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~48Y) |
|||
| Larry Swedroe Larry Portfolio | 1.03 | 1.03 | 4.37 | 1.02 | 0.69 | 1.78 | 2.23 | 5.81 | 8.54 | |||
| US Inflation Adjusted return | 4.37 | -0.15 | -2.57 | -2.20 | -0.57 | 3.21 | 4.73 | |||||
| Components | ||||||||||||
|
IJS
|
USD | iShares S&P Small-Cap 600 Value | 3.28 | Dec 01 2023 | 3.28 | 9.07 | 4.59 | -5.38 | 5.50 | 6.78 | 10.07 | 14.41 |
|
DLS
|
USD | WisdomTree International SmallCp Div | 1.21 | Dec 01 2023 | 1.21 | 7.79 | 3.59 | 5.64 | 1.97 | 3.06 | 6.19 | 9.81 |
|
EEM
|
USD | iShares MSCI Emerging Markets | 0.43 | Dec 01 2023 | 0.43 | 7.79 | 4.40 | 2.42 | 1.46 | 1.42 | 4.65 | 7.38 |
|
IEI
|
USD | iShares 3-7 Year Treasury Bond | 0.60 | Dec 01 2023 | 0.60 | 2.70 | -0.34 | 1.33 | 0.67 | 0.89 | 4.10 | 6.34 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Larry Swedroe Larry Portfolio granted a 1.50% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Larry Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 5.44$, with a total return of 444.05% (5.81% annualized).
The Inflation Adjusted Capital now would be 2.58$, with a net total return of 157.81% (3.21% annualized).
The Inflation Adjusted Capital now would be 2.58$, with a net total return of 157.81% (3.21% annualized).
An investment of 1$, since January 1976,
now would be worth 50.72$, with a total return of 4972.47% (8.54% annualized).
The Inflation Adjusted Capital now would be 9.15$, with a net total return of 815.01% (4.73% annualized).
The Inflation Adjusted Capital now would be 9.15$, with a net total return of 815.01% (4.73% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Larry Swedroe Larry Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
LARRY SWEDROE LARRY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~48Y) |
|
| Investment Return (%) | 4.37 | -0.06 | 1.02 | 0.69 | -1.36 | 1.78 | 2.23 | 4.74 | 5.81 | 8.54 |
| Infl. Adjusted Return (%) details | 4.37 | -0.27 | -0.15 | -2.57 | -6.71 | -2.20 | -0.57 | 2.09 | 3.21 | 4.73 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.64 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -6.22 | -15.96 | -15.96 | -15.96 | -15.96 | -15.96 | -15.96 | |||
| Start to Recovery (# months) details | 10* | 30* | 30* | 30* | 30* | 30* | 30* | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 52 | 52 | 52 | 52 | 52 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 07 | 2019 07 | 2019 07 | 2019 07 | 2019 07 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -3.83 | -1.36 | -0.16 | -0.16 | -0.16 | -0.16 | -0.16 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.81 | -25.06 | -25.06 | -25.06 | -25.06 | -25.06 | -25.06 | |||
| Start to Recovery (# months) details | 10* | 30* | 30* | 30* | 30* | 30* | 30* | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Start to Bottom (# months) | 9 | 29 | 29 | 29 | 29 | 29 | 29 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-19.93 | |||
| Start to Recovery (# months) details | 50 | |||||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1978 09 | |||
| Start to Bottom (# months) | 9 | 29 | 29 | 29 | 29 | 29 | 37 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1981 09 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 13 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1982 10 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 147 | 147 | 147 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2011 08 | 2011 08 | 2011 08 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -2.57 | -6.71 | -2.20 | -0.57 | -0.01 | -0.01 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 8.38 | 7.64 | 6.98 | 5.52 | 5.56 | 5.57 | 6.75 | |||
| Sharpe Ratio | -0.50 | -0.43 | 0.02 | 0.21 | 0.62 | 0.64 | 0.67 | |||
| Sortino Ratio | -0.80 | -0.61 | 0.02 | 0.29 | 0.82 | 0.86 | 0.95 | |||
| Ulcer Index | 2.71 | 8.46 | 6.65 | 4.82 | 3.75 | 3.31 | 2.91 | |||
| Ratio: Return / Standard Deviation | 0.08 | -0.18 | 0.26 | 0.40 | 0.85 | 1.04 | 1.27 | |||
| Ratio: Return / Deepest Drawdown | 0.11 | -0.09 | 0.11 | 0.14 | 0.30 | 0.36 | 0.54 | |||
| % Positive Months details | 50% | 52% | 60% | 61% | 67% | 67% | 69% | |||
| Positive Months | 6 | 19 | 36 | 74 | 163 | 243 | 398 | |||
| Negative Months | 6 | 17 | 24 | 46 | 77 | 117 | 177 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 2.23 | 7.30 | 9.47 | 15.98 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.87 | 1.87 | 1.87 | |||||||
| Best 10 Years Return (%) - Annualized | -0.57 | 4.82 | 6.88 | 11.82 | ||||||
| Worst 10 Years Return (%) - Annualized | -0.90 | -0.90 | -0.90 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 23.60 | 12.70 | 10.99 | 9.47 | 7.89 | 5.81 | ||||
| Worst Rolling Return (%) - Annualized | -14.49 | -1.57 | 0.32 | 1.87 | 4.56 | |||||
| % Positive Periods | 88% | 97% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 21.49 | 9.69 | 8.07 | 6.88 | 5.49 | 3.21 | ||||
| Worst Rolling Return (%) - Annualized | -20.97 | -6.89 | -3.31 | -0.90 | 1.93 | |||||
| % Positive Periods | 81% | 93% | 93% | 97% | 100% | 100% | ||||
| Over all the available data source (Jan 1976 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 39.36 | 22.54 | 21.25 | 15.98 | 12.70 | 11.21 | ||||
| Worst Rolling Return (%) - Annualized | -14.49 | -1.57 | 0.32 | 1.87 | 4.56 | 5.60 | ||||
| % Positive Periods | 91% | 98% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 35.86 | 18.37 | 17.14 | 11.82 | 8.83 | 7.65 | ||||
| Worst Rolling Return (%) - Annualized | -20.97 | -6.98 | -3.31 | -0.90 | 1.93 | 3.00 | ||||
| % Positive Periods | 78% | 89% | 92% | 98% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 31.17 | 20.53 | 10.58 | 7.18 | 6.09 | 6.58 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 2.05 | 3.11 | 4.51 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
IJS
|
DLS
|
EEM
|
IEI
|
|---|---|---|---|---|
|
IJS
|
-
|
0.87
|
0.81
|
0.33
|
|
DLS
|
0.87
|
-
|
0.88
|
0.64
|
|
EEM
|
0.81
|
0.88
|
-
|
0.70
|
|
IEI
|
0.33
|
0.64
|
0.70
|
-
|
| Asset |
IJS
|
DLS
|
EEM
|
IEI
|
|---|---|---|---|---|
|
IJS
|
-
|
0.86
|
0.75
|
-0.07
|
|
DLS
|
0.86
|
-
|
0.85
|
0.12
|
|
EEM
|
0.75
|
0.85
|
-
|
0.23
|
|
IEI
|
-0.07
|
0.12
|
0.23
|
-
|
| Asset |
IJS
|
DLS
|
EEM
|
IEI
|
|---|---|---|---|---|
|
IJS
|
-
|
0.78
|
0.64
|
-0.13
|
|
DLS
|
0.78
|
-
|
0.82
|
0.03
|
|
EEM
|
0.64
|
0.82
|
-
|
0.14
|
|
IEI
|
-0.13
|
0.03
|
0.14
|
-
|
| Asset |
IJS
|
DLS
|
EEM
|
IEI
|
|---|---|---|---|---|
|
IJS
|
-
|
0.72
|
0.67
|
-0.19
|
|
DLS
|
0.72
|
-
|
0.76
|
-0.10
|
|
EEM
|
0.67
|
0.76
|
-
|
-0.10
|
|
IEI
|
-0.19
|
-0.10
|
-0.10
|
-
|
| Asset |
IJS
|
DLS
|
EEM
|
IEI
|
|---|---|---|---|---|
|
IJS
|
-
|
0.76
|
0.64
|
0.03
|
|
DLS
|
0.76
|
-
|
0.72
|
0.07
|
|
EEM
|
0.64
|
0.72
|
-
|
0.06
|
|
IEI
|
0.03
|
0.07
|
0.06
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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.
LARRY SWEDROE LARRY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -15.96% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 9.24 |
| -11.47% | Apr 2008 | Feb 2009 | 11 | Jul 2009 | 5 | 16 | 5.18 |
| -7.44% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 5.26 |
| -5.38% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 2.42 |
| -5.14% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 2.18 |
| -4.08% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 | 2.25 |
| -3.98% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 | 2.62 |
| -3.97% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 | 1.63 |
| -3.38% | Jan 1999 | Feb 1999 | 2 | Apr 1999 | 2 | 4 | 1.70 |
| -3.31% | May 2015 | Jan 2016 | 9 | Mar 2016 | 2 | 11 | 2.21 |
| -2.41% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 | 1.32 |
| -2.38% | Sep 2001 | Sep 2001 | 1 | Oct 2001 | 1 | 2 | 1.37 |
| -2.37% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 | 1.05 |
| -2.25% | May 2012 | May 2012 | 1 | Aug 2012 | 3 | 4 | 1.17 |
| -2.17% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 | 1.53 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -25.06% | Jun 2021 | Oct 2023 | 29 | in progress | 1 | 30 | 16.85 |
| -11.73% | Nov 2007 | Feb 2009 | 16 | Sep 2009 | 7 | 23 | 5.28 |
| -9.37% | Feb 1994 | Nov 1994 | 10 | Jul 1995 | 8 | 18 | 6.53 |
| -5.79% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 2.14 |
| -5.69% | Jan 2018 | Oct 2018 | 10 | Oct 2019 | 12 | 22 | 2.61 |
| -5.66% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 2.40 |
| -4.85% | Apr 2004 | May 2004 | 2 | Nov 2004 | 6 | 8 | 2.94 |
| -4.38% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 | 1.82 |
| -3.77% | May 2015 | Sep 2015 | 5 | Jul 2016 | 10 | 15 | 2.24 |
| -3.74% | Jan 1999 | Feb 1999 | 2 | Apr 1999 | 2 | 4 | 1.99 |
| -3.40% | Feb 1996 | Jul 1996 | 6 | Nov 1996 | 4 | 10 | 1.92 |
| -3.33% | Feb 2006 | Jun 2006 | 5 | Oct 2006 | 4 | 9 | 1.81 |
| -3.07% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 | 1.48 |
| -3.05% | Mar 2012 | May 2012 | 3 | Nov 2012 | 6 | 9 | 1.28 |
| -2.82% | Sep 2001 | Sep 2001 | 1 | Oct 2001 | 1 | 2 | 1.63 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -15.96% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 9.24 |
| -11.47% | Apr 2008 | Feb 2009 | 11 | Jul 2009 | 5 | 16 | 5.18 |
| -9.49% | Sep 1979 | Mar 1980 | 7 | May 1980 | 2 | 9 | 4.38 |
| -9.16% | Sep 1987 | Nov 1987 | 3 | Jun 1988 | 7 | 10 | 4.44 |
| -7.44% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 | 5.26 |
| -6.63% | Aug 1990 | Sep 1990 | 2 | Jan 1991 | 4 | 6 | 3.69 |
| -5.83% | Jul 1981 | Sep 1981 | 3 | Oct 1981 | 1 | 4 | 3.47 |
| -5.66% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 | 3.26 |
| -5.38% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 | 2.42 |
| -5.14% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 | 2.18 |
| -5.07% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 | 2.43 |
| -4.70% | Mar 1987 | May 1987 | 3 | Aug 1987 | 3 | 6 | 2.58 |
| -4.45% | Dec 1981 | Mar 1982 | 4 | Aug 1982 | 5 | 9 | 2.85 |
| -4.19% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 | 2.44 |
| -4.08% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 | 2.25 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -25.06% | Jun 2021 | Oct 2023 | 29 | in progress | 1 | 30 | 16.85 |
| -19.93% | Sep 1978 | Sep 1981 | 37 | Oct 1982 | 13 | 50 | 10.56 |
| -11.95% | Mar 1987 | Nov 1987 | 9 | Apr 1989 | 17 | 26 | 5.07 |
| -11.73% | Nov 2007 | Feb 2009 | 16 | Sep 2009 | 7 | 23 | 5.28 |
| -9.37% | Feb 1994 | Nov 1994 | 10 | Jul 1995 | 8 | 18 | 6.53 |
| -9.16% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 | 4.84 |
| -6.45% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 | 3.47 |
| -5.79% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 2.14 |
| -5.69% | Jan 2018 | Oct 2018 | 10 | Oct 2019 | 12 | 22 | 2.61 |
| -5.66% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 2.40 |
| -4.85% | Apr 2004 | May 2004 | 2 | Nov 2004 | 6 | 8 | 2.94 |
| -4.38% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 | 1.82 |
| -3.77% | May 2015 | Sep 2015 | 5 | Jul 2016 | 10 | 15 | 2.24 |
| -3.74% | Jan 1999 | Feb 1999 | 2 | Apr 1999 | 2 | 4 | 1.99 |
| -3.53% | Jan 1977 | Mar 1977 | 3 | Jul 1978 | 16 | 19 | 2.31 |
Rolling Returns
( more details)
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.
LARRY SWEDROE LARRY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -14.49 |
10/2021 09/2022 |
0.85$ | 0.77 | 1.00$ | 6.36 | 1.06$ | 11.15 | 1.11$ | 23.60 |
04/2003 03/2004 |
1.23$ | 0.69 | 11.46% |
| 2Y | -6.73 |
11/2021 10/2023 |
0.87$ | 2.60 | 1.05$ | 6.61 | 1.13$ | 9.69 | 1.20$ | 15.40 |
03/2009 02/2011 |
1.33$ | -4.18 | 5.34% |
| 3Y | -1.57 |
11/2020 10/2023 |
0.95$ | 3.48 | 1.10$ | 6.10 | 1.19$ | 9.61 | 1.31$ | 12.70 |
04/2003 03/2006 |
1.43$ | -1.36 | 2.15% |
| 5Y | 0.32 |
10/2017 09/2022 |
1.01$ | 3.75 | 1.20$ | 6.50 | 1.37$ | 9.29 | 1.55$ | 10.99 |
04/2003 03/2008 |
1.68$ | 1.78 | 0.00% |
| 7Y | 1.53 |
11/2016 10/2023 |
1.11$ | 4.05 | 1.32$ | 6.73 | 1.57$ | 8.72 | 1.79$ | 10.25 |
06/2000 05/2007 |
1.97$ | 2.13 | 0.00% |
| 10Y | 1.87 |
11/2013 10/2023 |
1.20$ | 4.65 | 1.57$ | 7.24 | 2.01$ | 8.57 | 2.27$ | 9.47 |
01/1995 12/2004 |
2.47$ | 2.23 | 0.00% |
| 15Y | 3.48 |
11/2007 10/2022 |
1.67$ | 5.19 | 2.13$ | 6.90 | 2.72$ | 7.95 | 3.14$ | 8.49 |
12/1994 11/2009 |
3.39$ | 4.19 | 0.00% |
| 20Y | 4.56 |
11/2003 10/2023 |
2.43$ | 5.62 | 2.98$ | 6.67 | 3.63$ | 7.35 | 4.13$ | 7.89 |
07/1994 06/2014 |
4.56$ | 4.74 | 0.00% |
| 30Y | 5.81 |
12/1993 11/2023 |
5.44$ | 5.81 | 5.44$ | 5.81 | 5.44$ | 5.81 | 5.44$ | 5.81 |
12/1993 11/2023 |
5.44$ | 5.81 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -20.97 |
10/2021 09/2022 |
0.79$ | -1.26 | 0.98$ | 4.20 | 1.04$ | 8.68 | 1.08$ | 21.49 |
04/2003 03/2004 |
1.21$ | -2.57 | 18.05% |
| 2Y | -11.56 |
11/2021 10/2023 |
0.78$ | 0.81 | 1.01$ | 4.23 | 1.08$ | 7.11 | 1.14$ | 12.99 |
03/2009 02/2011 |
1.27$ | -8.92 | 9.50% |
| 3Y | -6.89 |
11/2020 10/2023 |
0.80$ | 1.65 | 1.05$ | 3.95 | 1.12$ | 6.76 | 1.21$ | 9.69 |
04/2003 03/2006 |
1.31$ | -6.71 | 6.77% |
| 5Y | -3.31 |
10/2017 09/2022 |
0.84$ | 1.99 | 1.10$ | 4.21 | 1.22$ | 6.58 | 1.37$ | 8.07 |
02/2000 01/2005 |
1.47$ | -2.20 | 6.64% |
| 7Y | -1.91 |
11/2016 10/2023 |
0.87$ | 2.36 | 1.17$ | 4.44 | 1.35$ | 6.05 | 1.50$ | 7.36 |
11/2000 10/2007 |
1.64$ | -1.36 | 7.22% |
| 10Y | -0.90 |
11/2013 10/2023 |
0.91$ | 2.84 | 1.32$ | 4.64 | 1.57$ | 5.90 | 1.77$ | 6.88 |
01/1995 12/2004 |
1.94$ | -0.57 | 2.49% |
| 15Y | 1.06 |
11/2007 10/2022 |
1.17$ | 3.15 | 1.59$ | 4.73 | 2.00$ | 5.41 | 2.20$ | 5.86 |
12/1994 11/2009 |
2.34$ | 1.65 | 0.00% |
| 20Y | 1.93 |
11/2003 10/2023 |
1.46$ | 3.10 | 1.84$ | 4.43 | 2.37$ | 4.97 | 2.63$ | 5.49 |
02/1995 01/2015 |
2.91$ | 2.09 | 0.00% |
| 30Y | 3.21 |
12/1993 11/2023 |
2.57$ | 3.21 | 2.57$ | 3.21 | 2.57$ | 3.21 | 2.57$ | 3.21 |
12/1993 11/2023 |
2.57$ | 3.21 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -14.49 |
10/2021 09/2022 |
0.85$ | 2.31 | 1.02$ | 8.07 | 1.08$ | 15.81 | 1.15$ | 39.36 |
07/1982 06/1983 |
1.39$ | 0.69 | 8.87% |
| 2Y | -6.73 |
11/2021 10/2023 |
0.87$ | 3.53 | 1.07$ | 8.24 | 1.17$ | 14.33 | 1.30$ | 29.59 |
07/1984 06/1986 |
1.67$ | -4.18 | 3.26% |
| 3Y | -1.57 |
11/2020 10/2023 |
0.95$ | 4.45 | 1.13$ | 8.30 | 1.27$ | 13.84 | 1.47$ | 22.54 |
07/1982 06/1985 |
1.83$ | -1.36 | 1.30% |
| 5Y | 0.32 |
10/2017 09/2022 |
1.01$ | 4.42 | 1.24$ | 8.56 | 1.50$ | 13.65 | 1.89$ | 21.25 |
09/1981 08/1986 |
2.62$ | 1.78 | 0.00% |
| 7Y | 1.53 |
11/2016 10/2023 |
1.11$ | 4.82 | 1.39$ | 8.63 | 1.78$ | 13.35 | 2.40$ | 17.95 |
04/1980 03/1987 |
3.17$ | 2.13 | 0.00% |
| 10Y | 1.87 |
11/2013 10/2023 |
1.20$ | 5.18 | 1.65$ | 8.62 | 2.28$ | 13.60 | 3.58$ | 15.98 |
08/1982 07/1992 |
4.40$ | 2.23 | 0.00% |
| 15Y | 3.48 |
11/2007 10/2022 |
1.67$ | 5.74 | 2.30$ | 9.04 | 3.66$ | 13.02 | 6.27$ | 14.12 |
11/1978 10/1993 |
7.24$ | 4.19 | 0.00% |
| 20Y | 4.56 |
11/2003 10/2023 |
2.43$ | 6.57 | 3.57$ | 9.07 | 5.67$ | 11.97 | 9.60$ | 12.70 |
01/1976 12/1995 |
10.92$ | 4.74 | 0.00% |
| 30Y | 5.60 |
11/1993 10/2023 |
5.13$ | 7.53 | 8.81$ | 9.46 | 15.03$ | 10.90 | 22.26$ | 11.21 |
01/1976 12/2005 |
24.21$ | 5.81 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -20.97 |
10/2021 09/2022 |
0.79$ | -1.94 | 0.98$ | 4.31 | 1.04$ | 12.65 | 1.12$ | 35.86 |
07/1982 06/1983 |
1.35$ | -2.57 | 21.99% |
| 2Y | -11.56 |
11/2021 10/2023 |
0.78$ | 0.48 | 1.00$ | 4.75 | 1.09$ | 10.49 | 1.22$ | 26.11 |
07/1984 06/1986 |
1.59$ | -8.92 | 12.14% |
| 3Y | -6.98 |
10/1978 09/1981 |
0.80$ | 1.51 | 1.04$ | 4.79 | 1.15$ | 9.20 | 1.30$ | 18.37 |
07/1982 06/1985 |
1.65$ | -6.71 | 10.74% |
| 5Y | -3.31 |
10/2017 09/2022 |
0.84$ | 2.16 | 1.11$ | 5.04 | 1.27$ | 9.31 | 1.56$ | 17.14 |
09/1981 08/1986 |
2.20$ | -2.20 | 7.95% |
| 7Y | -1.91 |
11/2016 10/2023 |
0.87$ | 2.76 | 1.20$ | 5.54 | 1.45$ | 8.88 | 1.81$ | 13.29 |
08/1982 07/1989 |
2.39$ | -1.36 | 4.07% |
| 10Y | -0.90 |
11/2013 10/2023 |
0.91$ | 3.40 | 1.39$ | 5.90 | 1.77$ | 8.47 | 2.25$ | 11.82 |
08/1982 07/1992 |
3.05$ | -0.57 | 1.32% |
| 15Y | 1.06 |
11/2007 10/2022 |
1.17$ | 3.68 | 1.71$ | 5.99 | 2.39$ | 8.23 | 3.27$ | 10.25 |
08/1982 07/1997 |
4.32$ | 1.65 | 0.00% |
| 20Y | 1.93 |
11/2003 10/2023 |
1.46$ | 4.36 | 2.34$ | 6.24 | 3.35$ | 7.65 | 4.37$ | 8.83 |
07/1982 06/2002 |
5.43$ | 2.09 | 0.00% |
| 30Y | 3.00 |
11/1993 10/2023 |
2.43$ | 5.06 | 4.40$ | 6.33 | 6.29$ | 7.01 | 7.62$ | 7.65 |
09/1981 08/2011 |
9.12$ | 3.21 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Larry Swedroe Larry Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Larry Swedroe Larry Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.32
60% |
-0.48
40% |
-0.82
60% |
0.27
80% |
0.00
60% |
0.29
60% |
0.99
60% |
-0.60
60% |
-1.75
20% |
0.24
80% |
2.25
80% |
0.31
60% |
| Best |
4.6 2023 |
1.3 2021 |
1.2 2023 |
2.4 2020 |
1.3 2021 |
2.5 2019 |
2.8 2022 |
1.0 2020 |
0.9 2019 |
1.7 2022 |
4.4 2023 |
2.1 2020 |
| Worst |
-2.0 2022 |
-2.7 2023 |
-3.9 2020 |
-3.2 2022 |
-1.8 2023 |
-2.8 2022 |
-0.6 2021 |
-3.0 2022 |
-5.2 2022 |
-1.9 2023 |
-1.1 2021 |
-1.6 2022 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.79
60% |
-0.06
60% |
0.06
80% |
0.27
70% |
0.21
60% |
0.27
60% |
0.68
60% |
-0.25
60% |
-1.06
30% |
0.06
70% |
1.29
80% |
0.10
50% |
| Best |
4.6 2023 |
1.4 2014 |
3.0 2016 |
2.4 2020 |
1.3 2021 |
2.5 2019 |
2.8 2022 |
1.5 2014 |
0.9 2017 |
1.8 2014 |
4.4 2023 |
2.1 2020 |
| Worst |
-2.0 2022 |
-2.7 2023 |
-3.9 2020 |
-3.2 2022 |
-1.8 2023 |
-2.8 2022 |
-1.1 2014 |
-3.0 2022 |
-5.2 2022 |
-2.8 2018 |
-1.1 2021 |
-1.6 2022 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.99
71% |
0.28
65% |
0.44
69% |
0.93
79% |
0.66
65% |
0.72
65% |
0.74
69% |
0.59
69% |
0.33
60% |
0.38
63% |
1.28
79% |
1.12
79% |
| Best |
5.2 1976 |
4.7 1986 |
4.4 1986 |
8.9 1980 |
5.5 1985 |
4.1 1988 |
3.7 2009 |
6.4 1982 |
3.9 1982 |
6.9 1982 |
7.3 1981 |
8.0 1991 |
| Worst |
-4.5 2009 |
-5.8 1980 |
-3.9 2020 |
-3.9 2004 |
-3.6 1984 |
-2.8 2022 |
-1.9 1981 |
-4.7 1990 |
-5.2 2022 |
-7.0 1979 |
-1.9 1994 |
-2.9 1981 |
Monthly Seasonality over the period Feb 1976 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Larry Swedroe Larry Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
LARRY SWEDROE LARRY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
243 Positive Months (68%) - 117 Negative Months (33%)
398 Positive Months (69%) - 177 Negative Months (31%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- IJS - iShares S&P Small-Cap 600 Value, up to December 2000
- DLS - WisdomTree International SmallCp Div, up to December 2006
- EEM - iShares MSCI Emerging Markets, up to December 2003
- IEI - iShares 3-7 Year Treasury Bond, up to December 2007
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.37 | 6.58 | -15.92 | 25 | 50 | 25 | ||
| Larry Portfolio | +5.81 | 5.57 | -15.96 | 30 | 70 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
