The LazyPortfolioETF database has data dating back to 1871 for many assets and from 1927 for several others.
Clearly, the ETFs used to compose the portfolios did not exist during those periods (the first ETF was introduced in 1993).
So, how did we retrieve returns for periods when a particular ETF did not yet exist? For each ETF, in order to extend the historical data, we used, in order:
- Returns from equivalent ETFs.
- Returns from the benchmark/index replicated by the ETF, or from equivalent Index Funds
- Edu Websites providing this kind of information (Yale Department of Economic – Dr. Robert Shiller online data, NYU Stern, Officialdata.org)
- Private well know websites providing spread datasources (EarlyRetirementNow, ThePoorSwiss)
- Symba SpreadSheet, maintained by Bogleheads Forum
For the updated data, we retrieve quotes from listed ETFs.
If you believe that the data in our possession contains errors or if you have information on periods not covered (for some assets, we lack data before 1970-1985), please contact us through our LinkedIn page.
