Ben Stein Long Term vs US Stocks Portfolio Comparison

Period: January 1976 - November 2024 (~49 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
December 1994
9.89$
Final Capital
November 2024
7.94%
Yearly Return
12.43
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
December 1994
22.70$
Final Capital
November 2024
10.97%
Yearly Return
15.55
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
120.62$
Final Capital
November 2024
10.29%
Yearly Return
12.15
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1976
247.39$
Final Capital
November 2024
11.93%
Yearly Return
15.39
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.94% compound annual return, with a 12.43% standard deviation, in the last 30 Years.

The US Stocks Portfolio obtained a 10.97% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 November 2024 (~49 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein 		14.38 3.35 9.24 20.49 8.32 7.29 7.94 10.29
US Stocks 27.69 6.70 15.90 34.45 15.16 12.85 10.97 11.93
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since December 1994, now would be worth 9.89$, with a total return of 889.17% (7.94% annualized).

US Stocks Portfolio: an investment of 1$, since December 1994, now would be worth 22.70$, with a total return of 2169.72% (10.97% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 120.62$, with a total return of 11962.16% (10.29% annualized).

US Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 247.39$, with a total return of 24638.62% (11.93% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1976 - 30 November 2024 (~49 years)
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Long Term Portfolio US Stocks
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 34.45
Infl. Adjusted Return (%) 17.66 31.29
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -4.34
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -4.34
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 9.97
Sharpe Ratio 1.79 2.93
Sortino Ratio 2.26 3.74
Ulcer Index 1.13 1.22
Ratio: Return / Standard Deviation 2.40 3.46
Ratio: Return / Deepest Drawdown 6.14 7.93
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio US Stocks
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 15.16
Infl. Adjusted Return (%) 4.04 10.61
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -24.81
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -24.81
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 14.31 18.51
Sharpe Ratio 0.42 0.70
Sortino Ratio 0.56 0.92
Ulcer Index 7.63 9.10
Ratio: Return / Standard Deviation 0.58 0.82
Ratio: Return / Deepest Drawdown 0.41 0.61
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio US Stocks
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 12.85
Infl. Adjusted Return (%) 4.27 9.66
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -24.81
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -24.81
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 12.00 15.66
Sharpe Ratio 0.48 0.72
Sortino Ratio 0.64 0.96
Ulcer Index 5.92 6.95
Ratio: Return / Standard Deviation 0.61 0.82
Ratio: Return / Deepest Drawdown 0.36 0.52
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio US Stocks
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 10.97
Infl. Adjusted Return (%) 5.29 8.25
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -45.92 -43.94
Start to Recovery (months) 42 67
Longest Negative Period (months) 110 139
RISK INDICATORS
Standard Deviation (%) 12.43 15.55
Sharpe Ratio 0.45 0.56
Sortino Ratio 0.59 0.73
Ulcer Index 9.46 14.30
Ratio: Return / Standard Deviation 0.64 0.71
Ratio: Return / Deepest Drawdown 0.17 0.22
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio US Stocks
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.29 11.93
Infl. Adjusted Return (%) 6.45 8.02
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -45.92 -43.94
Start to Recovery (months) 42 67
Longest Negative Period (months) 110 139
RISK INDICATORS
Standard Deviation (%) 12.15 15.39
Sharpe Ratio 0.50 0.50
Sortino Ratio 0.65 0.66
Ulcer Index 7.87 11.94
Ratio: Return / Standard Deviation 0.85 0.78
Ratio: Return / Deepest Drawdown 0.22 0.23
Metrics calculated over the period 1 January 1976 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1976 - 30 November 2024 (~49 years)

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Long Term Portfolio US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-45.92 42 Nov 2007
Apr 2011
-43.94 67 Sep 2000
Mar 2006
-24.81 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.84 7 Jan 2020
Jul 2020
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-17.57 5 Jul 1998
Nov 1998
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-14.20 7 Oct 2018
Apr 2019
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-8.84 12 Jun 2015
May 2016

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Long Term Portfolio US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-45.92 42 Nov 2007
Apr 2011
-43.94 67 Sep 2000
Mar 2006
-29.34 21 Sep 1987
May 1989
-24.81 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.84 7 Jan 2020
Jul 2020
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-17.85 23 Dec 1980
Oct 1982
-17.57 5 Jul 1998
Nov 1998
-16.94 19 May 2011
Nov 2012
-16.20 9 Jun 1990
Feb 1991
-15.80 11 May 1998
Mar 1999

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 - 30 November 2024 (~49 years)


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

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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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Long Term Portfolio US Stocks
Year Return Drawdown Return Drawdown
2024
 14.38% -3.34% 27.69% -4.34%
2023
 16.02% -8.92% 26.05% -9.11%
2022
 -14.26% -20.52% -19.51% -24.81%
2021
 16.72% -3.20% 25.67% -4.46%
2020
 9.40% -19.33% 21.03% -20.84%
2019
 21.13% -4.75% 30.67% -6.45%
2018
 -7.39% -10.70% -5.21% -14.20%
2017
 16.88% 0.00% 21.21% 0.00%
2016
 9.22% -4.80% 12.83% -5.73%
2015
 -2.18% -8.57% 0.36% -8.84%
2014
 5.91% -3.45% 12.54% -3.17%
2013
 18.10% -2.66% 33.45% -3.03%
2012
 14.19% -7.09% 16.45% -6.82%
2011
 -3.35% -16.94% 0.97% -17.58%
2010
 13.80% -10.43% 17.42% -13.26%
2009
 26.25% -17.28% 28.89% -17.72%
2008
 -30.51% -33.62% -36.98% -38.08%
2007
 5.66% -5.92% 5.37% -5.23%
2006
 19.42% -3.62% 15.69% -3.22%
2005
 10.21% -3.30% 6.31% -4.48%
2004
 15.66% -4.29% 12.79% -3.56%
2003
 30.79% -3.98% 30.75% -4.27%
2002
 -10.67% -17.62% -20.47% -27.18%
2001
 -4.80% -15.85% -10.97% -23.65%
2000
 -2.79% -8.99% -10.57% -15.87%
1999
 21.76% -2.43% 23.81% -6.42%
1998
 7.54% -15.80% 23.26% -17.57%
1997
 13.81% -4.54% 30.99% -4.56%
1996
 15.37% -3.55% 20.96% -6.17%
1995
 16.95% -1.90% 35.79% -1.17%
1994
 -0.18% -6.15% -0.17% -7.43%
1993
 23.87% -3.66% 10.62% -2.77%
1992
 3.67% -3.34% 9.11% -2.40%
1991
 31.77% -4.13% 32.39% -4.47%
1990
 -8.84% -15.40% -6.08% -16.20%
1989
 25.31% -2.86% 28.12% -3.05%
1988
 19.53% -2.49% 17.32% -3.42%
1987
 2.59% -20.11% 2.61% -29.34%
1986
 22.75% -4.06% 14.57% -7.92%
1985
 30.54% -2.54% 31.27% -4.77%
1984
 8.43% -3.82% 2.19% -9.02%
1983
 22.02% -2.01% 22.66% -4.00%
1982
 10.55% -11.34% 20.50% -11.21%
1981
 1.38% -8.32% -4.15% -12.79%
1980
 22.39% -9.78% 33.15% -11.98%
1979
 19.59% -7.08% 24.25% -7.22%
1978
 14.86% -7.96% 8.45% -11.64%
1977
 8.12% -1.77% -3.36% -8.29%
1976
 20.36% -2.40% 26.47% -2.10%