Scott Burns Couch Potato Portfolio vs The Lazy Team Simplified Permanent Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - March 2025 (~40 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
April 1995
10.67$
Final Capital
March 2025
8.21%
Yearly Return
8.75%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
April 1995
5.05$
Final Capital
March 2025
5.54%
Yearly Return
8.75%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
35.92$
Final Capital
March 2025
9.31%
Yearly Return
9.05%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
11.85$
Final Capital
March 2025
6.34%
Yearly Return
9.05%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
The Lazy Team Simplified Permanent Portfolio
1.00$
Initial Capital
April 1995
8.37$
Final Capital
March 2025
7.34%
Yearly Return
6.92%
Std Deviation
-16.43%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
April 1995
3.96$
Final Capital
March 2025
4.69%
Yearly Return
6.92%
Std Deviation
-23.36%
Max Drawdown
51months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
22.12$
Final Capital
March 2025
8.00%
Yearly Return
6.78%
Std Deviation
-16.43%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
January 1985
7.30$
Final Capital
March 2025
5.06%
Yearly Return
6.78%
Std Deviation
-23.36%
Max Drawdown
51months*
Recovery Period
* in progress

As of March 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.21% compound annual return, with a 8.75% standard deviation. It suffered a maximum drawdown of -27.04% that required 30 months to be recovered.

As of March 2025, in the previous 30 Years, the The Lazy Team Simplified Permanent Portfolio obtained a 7.34% compound annual return, with a 6.92% standard deviation. It suffered a maximum drawdown of -16.43% that required 27 months to be recovered.

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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Scott Burns Couch Potato Portfolio
Weight
(%)		 ETF
Ticker		 Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
The Lazy Team Simplified Permanent Portfolio
Weight
(%)		 ETF
Ticker		 Name
25.00
VTI
Vanguard Total Stock Market
50.00
IEF
iShares 7-10 Year Treasury Bond
25.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 March 2025 (~40 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		-0.29 -2.55 -0.27 7.12 9.90 7.14 8.21 9.31
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Simplified Permanent Portfolio
The Lazy Team 		5.44 1.21 3.85 14.13 6.65 5.99 7.34 8.00
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Scott Burns Couch Potato Portfolio: an investment of 1$, since April 1995, now would be worth 10.67$, with a total return of 967.28% (8.21% annualized).

The Lazy Team Simplified Permanent Portfolio: an investment of 1$, since April 1995, now would be worth 8.37$, with a total return of 737.24% (7.34% annualized).


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Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 35.92$, with a total return of 3491.85% (9.31% annualized).

The Lazy Team Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 22.12$, with a total return of 2111.92% (8.00% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)
Swipe left to see all data
Couch Potato Simplified Permanent Portfolio
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 25%
Fixed Income 50% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 7.12 14.13
Infl. Adjusted Return (%) 4.62 11.47
DRAWDOWN
Deepest Drawdown Depth (%) -3.08 -2.24
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.73 -1.86
Start to Recovery (months) 4* 2
Longest Negative Period (months) 6* 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.90 5.91
Sharpe Ratio 0.28 1.56
Sortino Ratio 0.37 1.93
Ulcer Index 1.38 0.82
Ratio: Return / Standard Deviation 0.90 2.39
Ratio: Return / Deepest Drawdown 2.31 6.31
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Couch Potato Simplified Permanent Portfolio
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 25%
Fixed Income 50% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 9.90 6.65
Infl. Adjusted Return (%) 5.30 2.19
DRAWDOWN
Deepest Drawdown Depth (%) -19.77 -16.43
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -19.77 -16.43
Start to Recovery (months) 27 27
Longest Negative Period (months) 32 40
RISK INDICATORS
Standard Deviation (%) 11.00 8.77
Sharpe Ratio 0.68 0.48
Sortino Ratio 0.91 0.65
Ulcer Index 7.29 5.95
Ratio: Return / Standard Deviation 0.90 0.76
Ratio: Return / Deepest Drawdown 0.50 0.40
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Couch Potato Simplified Permanent Portfolio
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 25%
Fixed Income 50% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 7.14 5.99
Infl. Adjusted Return (%) 3.93 2.82
DRAWDOWN
Deepest Drawdown Depth (%) -19.77 -16.43
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -19.77 -16.43
Start to Recovery (months) 27 27
Longest Negative Period (months) 32 40
RISK INDICATORS
Standard Deviation (%) 9.43 7.27
Sharpe Ratio 0.57 0.59
Sortino Ratio 0.76 0.83
Ulcer Index 5.49 4.45
Ratio: Return / Standard Deviation 0.76 0.82
Ratio: Return / Deepest Drawdown 0.36 0.36
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Couch Potato Simplified Permanent Portfolio
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 25%
Fixed Income 50% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 8.21 7.34
Infl. Adjusted Return (%) 5.54 4.69
DRAWDOWN
Deepest Drawdown Depth (%) -27.04 -16.43
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -10.30 -16.43
Start to Recovery (months) 33 27
Longest Negative Period (months) 62 40
RISK INDICATORS
Standard Deviation (%) 8.75 6.92
Sharpe Ratio 0.68 0.73
Sortino Ratio 0.89 1.02
Ulcer Index 5.17 3.15
Ratio: Return / Standard Deviation 0.94 1.06
Ratio: Return / Deepest Drawdown 0.30 0.45
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Couch Potato Simplified Permanent Portfolio
Author Scott Burns The Lazy Team
ASSET ALLOCATION
Stocks 50% 25%
Fixed Income 50% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 9.31 8.00
Infl. Adjusted Return (%) 6.34 5.06
DRAWDOWN
Deepest Drawdown Depth (%) -27.04 -16.43
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -10.30 -16.43
Start to Recovery (months) 33 27
Longest Negative Period (months) 62 40
RISK INDICATORS
Standard Deviation (%) 9.05 6.78
Sharpe Ratio 0.68 0.71
Sortino Ratio 0.90 1.00
Ulcer Index 4.85 2.91
Ratio: Return / Standard Deviation 1.03 1.18
Ratio: Return / Deepest Drawdown 0.34 0.49
Metrics calculated over the period 1 January 1985 - 31 March 2025
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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
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)

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Couch Potato Simplified Permanent Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-16.43 27 Jan 2022
Mar 2024
-13.28 18 Mar 2008
Aug 2009
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.69 11 Apr 2013
Feb 2014
-6.25 8 May 2011
Dec 2011
-6.23 12 Aug 2016
Jul 2017
-6.09 5 May 2010
Sep 2010
-5.47 14 Mar 2015
Apr 2016
-5.27 14 Feb 2015
Mar 2016
-5.09 9 Feb 1999
Oct 1999

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Couch Potato Simplified Permanent Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-16.43 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-13.28 18 Mar 2008
Aug 2009
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 14 Feb 1994
Mar 1995
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.58 6 Aug 1990
Jan 1991
-6.69 11 Apr 2013
Feb 2014
-6.25 8 May 2011
Dec 2011
-6.23 12 Aug 2016
Jul 2017
-6.09 5 May 2010
Sep 2010

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
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 March 2025 (~40 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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Couch Potato Simplified Permanent Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.29 -2.55 5.44 0.00
2024
 12.73 -3.08 12.30 -2.24
2023
 14.66 -6.50 11.51 -5.16
2022
 -16.31 -19.77 -12.67 -16.43
2021
 15.67 -2.76 3.72 -3.81
2020
 15.93 -10.72 16.46 -3.11
2019
 19.51 -2.63 16.15 -0.99
2018
 -3.32 -8.06 -1.29 -3.68
2017
 12.07 0.00 9.78 -0.96
2016
 8.75 -2.08 5.72 -6.23
2015
 -0.70 -5.47 -1.82 -5.27
2014
 8.07 -2.34 7.12 -2.59
2013
 12.48 -3.18 -1.76 -6.69
2012
 11.42 -2.32 7.59 -1.89
2011
 7.12 -6.25 10.45 -3.69
2010
 11.78 -6.09 16.36 -0.02
2009
 18.92 -9.98 9.94 -4.96
2008
 -18.47 -22.29 0.94 -13.28
2007
 8.64 -1.70 14.14 -1.50
2006
 7.99 -1.54 10.82 -2.47
2005
 4.40 -1.83 7.34 -1.60
2004
 10.53 -3.54 6.42 -4.79
2003
 19.38 -1.09 15.31 -2.22
2002
 -1.93 -6.44 9.00 -2.60
2001
 -1.68 -8.57 0.15 -3.21
2000
 3.54 -5.60 4.63 -2.98
1999
 9.67 -3.30 2.25 -5.09
1998
 16.26 -8.06 12.93 -4.63
1997
 21.85 -3.41 8.38 -2.87
1996
 11.14 -2.76 4.09 -3.64
1995
 29.40 0.00 21.97 0.00
1994
 -3.21 -8.78 -4.18 -5.67
1993
 13.19 -1.53 13.56 -1.61
1992
 8.92 -2.25 4.46 -3.11
1991
 25.50 -2.55 15.41 -1.06
1990
 1.06 -7.58 1.55 -5.66
1989
 21.95 -1.62 15.24 -1.52
1988
 11.91 -2.50 3.97 -2.03
1987
 1.19 -16.03 5.46 -5.83
1986
 16.48 -5.55 19.06 -1.00
1985
 28.66 -1.87 24.24 -2.66
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Mastering ETF Investing
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