10-year Treasury vs Larry Swedroe Larry Portfolio Comparison

Period: January 1976 - August 2024 (~49 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond August 2024.
Reset settings
Close
10-year Treasury Portfolio
1.00$
Initial Capital
September 1994
4.31$
Final Capital
August 2024
4.99%
Yearly Return
6.81
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Larry Swedroe Larry Portfolio
1.00$
Initial Capital
September 1994
5.83$
Final Capital
August 2024
6.05%
Yearly Return
5.54
Std Deviation
-15.96%
Max Drawdown
39 months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1976
24.44$
Final Capital
August 2024
6.79%
Yearly Return
7.96
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Larry Swedroe Larry Portfolio
1.00$
Initial Capital
January 1976
55.28$
Final Capital
August 2024
8.59%
Yearly Return
6.75
Std Deviation
-15.96%
Max Drawdown
39 months
Recovery Period

The 10-year Treasury Portfolio obtained a 4.99% compound annual return, with a 6.81% standard deviation, in the last 30 Years.

The Larry Swedroe Larry Portfolio obtained a 6.05% compound annual return, with a 5.54% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 August 2024 (~49 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
10-year Treasury 2.74 1.35 4.85 5.89 -1.32 1.16 4.99 6.79
Larry Portfolio
Larry Swedroe 		4.30 0.80 5.69 8.90 2.51 2.84 6.05 8.59
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

10-year Treasury Portfolio: an investment of 1$, since September 1994, now would be worth 4.31$, with a total return of 331.24% (4.99% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since September 1994, now would be worth 5.83$, with a total return of 483.02% (6.05% annualized).


Loading data
Please wait
10-year Treasury Portfolio: an investment of 1$, since January 1976, now would be worth 24.44$, with a total return of 2343.64% (6.79% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1976, now would be worth 55.28$, with a total return of 5427.57% (8.59% annualized).


Loading data
Please wait

Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)
Swipe left to see all data
10-year Treasury Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.89 8.90
Infl. Adjusted Return (%) 3.41 6.35
DRAWDOWN
Deepest Drawdown Depth (%) -5.01 -4.25
Start to Recovery (months) 4 4
Longest Drawdown Depth (%) -4.45 -2.44
Start to Recovery (months) 6 7
Longest Negative Period (months) 8 6
RISK INDICATORS
Standard Deviation (%) 8.66 8.30
Sharpe Ratio 0.06 0.43
Sortino Ratio 0.09 0.64
Ulcer Index 2.34 1.59
Ratio: Return / Standard Deviation 0.68 1.07
Ratio: Return / Deepest Drawdown 1.18 2.10
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
10-year Treasury Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.32 2.51
Infl. Adjusted Return (%) -5.24 -1.56
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Negative Period (months) 60* 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.60 7.28
Sharpe Ratio -0.45 0.05
Sortino Ratio -0.66 0.07
Ulcer Index 12.73 7.12
Ratio: Return / Standard Deviation -0.17 0.35
Ratio: Return / Deepest Drawdown -0.06 0.16
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
10-year Treasury Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.16 2.84
Infl. Adjusted Return (%) -1.61 0.02
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Negative Period (months) 111 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 5.84
Sharpe Ratio -0.04 0.24
Sortino Ratio -0.06 0.33
Ulcer Index 9.43 5.15
Ratio: Return / Standard Deviation 0.18 0.49
Ratio: Return / Deepest Drawdown 0.05 0.18
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
10-year Treasury Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.99 6.05
Infl. Adjusted Return (%) 2.42 3.46
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Negative Period (months) 126 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.81 5.54
Sharpe Ratio 0.40 0.68
Sortino Ratio 0.57 0.92
Ulcer Index 6.01 3.30
Ratio: Return / Standard Deviation 0.73 1.09
Ratio: Return / Deepest Drawdown 0.22 0.38
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
10-year Treasury Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.79 8.59
Infl. Adjusted Return (%) 3.06 4.80
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Drawdown Depth (%) -23.19 -15.96
Start to Recovery (months) 49* 39*
Longest Negative Period (months) 126 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.96 6.75
Sharpe Ratio 0.32 0.65
Sortino Ratio 0.47 0.91
Ulcer Index 5.41 3.00
Ratio: Return / Standard Deviation 0.85 1.27
Ratio: Return / Deepest Drawdown 0.29 0.54
Metrics calculated over the period 1 January 1976 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)

Loading data
Please wait
Swipe left to see all data
10-year Treasury Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-15.96 39* Jun 2021
In progress
-11.47 16 Apr 2008
Jul 2009
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-5.38 7 Jan 2020
Jul 2020
-5.14 7 May 1998
Nov 1998
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.25 12 Feb 2015
Jan 2016

Loading data
Please wait
Swipe left to see all data
10-year Treasury Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-15.96 39* Jun 2021
In progress
-15.76 11 Jul 1979
May 1980
-14.57 17 Jul 1980
Nov 1981
-11.47 16 Apr 2008
Jul 2009
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.49 9 Sep 1979
May 1980
-9.34 23 Oct 1998
Aug 2000
-9.16 10 Sep 1987
Jun 1988
-7.99 7 Feb 1984
Aug 1984
-7.60 19 May 2013
Nov 2014
-7.44 16 Feb 1994
May 1995
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 August 2024 (~49 years)


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

Loading data
Please wait

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.
Swipe left to see all data
10-year Treasury Larry Portfolio
Year Return Drawdown Return Drawdown
2024
 2.74% -4.45% 4.30% -2.44%
2023
 3.65% -8.82% 6.94% -6.22%
2022
 -15.19% -16.91% -11.20% -14.55%
2021
 -3.33% -5.73% 3.41% -2.64%
2020
 10.01% -2.02% 6.44% -5.38%
2019
 8.03% -2.59% 10.64% -1.45%
2018
 0.99% -3.19% -3.54% -4.08%
2017
 2.55% -1.90% 7.74% 0.00%
2016
 1.00% -6.50% 6.87% -1.26%
2015
 1.51% -4.25% -0.54% -3.22%
2014
 9.07% -1.05% 2.38% -2.37%
2013
 -6.09% -7.60% 6.31% -2.41%
2012
 3.66% -2.67% 7.27% -2.25%
2011
 15.64% -1.29% 3.23% -3.97%
2010
 9.37% -4.30% 10.82% -2.16%
2009
 -6.59% -6.65% 10.12% -7.76%
2008
 17.91% -4.15% -2.44% -7.60%
2007
 10.37% -1.85% 8.99% -0.45%
2006
 2.52% -2.87% 9.57% -2.17%
2005
 2.64% -3.19% 6.71% -1.81%
2004
 4.12% -4.85% 10.23% -3.98%
2003
 5.29% -5.68% 16.93% -0.92%
2002
 15.45% -4.13% 7.68% -1.92%
2001
 5.40% -5.21% 6.47% -2.38%
2000
 17.28% -1.12% 10.81% -1.59%
1999
 -7.83% -8.11% 4.08% -3.38%
1998
 14.64% -1.61% 6.06% -5.14%
1997
 11.97% -2.02% 8.62% -1.80%
1996
 0.00% -6.90% 5.81% -1.78%
1995
 25.55% -1.23% 18.99% 0.00%
1994
 -7.19% -9.56% -4.77% -7.44%
1993
 12.97% -2.55% 20.95% -1.55%
1992
 7.23% -4.02% 9.36% -1.05%
1991
 18.91% -0.54% 26.47% -2.04%
1990
 7.70% -4.48% 1.93% -6.63%
1989
 17.84% -2.30% 22.14% 0.00%
1988
 6.90% -4.60% 12.93% -1.48%
1987
 -2.64% -10.87% -0.86% -9.16%
1986
 21.35% -3.93% 17.85% -3.07%
1985
 29.85% -3.33% 27.10% -0.72%
1984
 14.87% -7.99% 12.87% -5.07%
1983
 2.30% -6.29% 13.15% -1.80%
1982
 39.57% -2.66% 24.76% -2.37%
1981
 5.28% -7.42% 7.24% -5.83%
1980
 -1.29% -11.52% 8.19% -8.91%
1979
 1.83% -8.62% 11.24% -7.04%
1978
 -0.74% -2.31% 7.42% -5.66%
1977
 0.53% -3.55% 5.31% -1.98%
1976
 15.29% -1.33% 18.63% -1.58%