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Lazy PortfoliosUser Portfolios

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Portfolio Analysis

This portfolio analysis tool allows you to backtest portfolio returns, drawdowns, various risk characteristics, and compare them to a benchmark.

Lazy Portfolios


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
7Twelve Portfolio3.02%4.50%2.49%9.83%-22.46%0.14%0.921.51.21.72.7%
Alpha Architect Robust Portfolio3.42%5.43%2.07%12.83%-48.58%0.40%0.861.41.21.63.1%
Aronson Family Taxable Portfolio2.95%5.71%2.49%12.24%-42.95%0.19%0.751.01.11.33.4%
Bill Bernstein Coward's Portfolio2.77%5.30%2.46%10.12%-37.25%0.15%0.921.51.21.62.6%
Bill Bernstein No Brainer Portfolio5.19%6.47%2.49%13.26%-27.91%0.04%1.011.61.21.93.1%
Bill Schultheis Coffee House Portfolio1.28%5.52%2.89%10.73%-24.01%0.05%0.721.11.11.23.3%
Bob Clyatt Sandwich Portfolio2.75%4.72%2.22%9.05%-32.62%0.17%0.881.41.21.62.4%
Bogleheads Four-fund Portfolio7.63%7.19%2.30%13.65%-28.24%0.04%1.171.71.22.52.6%
Bogleheads Three-fund Portfolio7.46%7.15%2.36%13.67%-47.74%0.04%1.151.71.22.52.6%
Cloud Computing Stocks Portfolio36.16%24.50%0.60%26.64%-44.98%0.00%1.482.21.33.25.2%
Conservative Portfolio2.65%3.89%2.33%7.70%-22.18%0.07%0.871.21.11.52.2%
Crypto Portfolio22.91%48.65%1.56%36.33%-54.86%0.02%0.500.71.10.84.9%
David Swensen Lazy Portfolio3.18%5.73%2.80%11.76%-25.66%0.11%0.751.21.11.43.0%
David Swensen Yale Endowment Portfolio1.47%5.82%2.93%11.59%-43.81%0.13%0.540.81.10.93.6%
Dividend Income Portfolio-2.56%6.28%5.10%14.11%-59.63%0.38%0.280.41.00.45.8%
Dividend-Paying Stocks Portfolio-3.81%7.87%3.22%15.02%-35.64%0.00%0.801.31.10.95.6%
FAAMG Portfolio59.39%24.42%0.28%25.75%-46.78%0.00%1.292.01.21.97.1%
FAANG Portfolio58.67%25.25%0.11%27.30%-48.98%0.00%1.552.31.32.56.7%
FANG Plus Portfolio55.53%25.82%0.57%27.08%-48.47%0.00%1.612.41.32.85.8%
FANG Portfolio65.99%23.96%0.00%29.11%-55.92%0.00%1.732.41.32.77.4%
Frank Armstrong’s Ideal Index Portfolio2.33%5.00%2.72%11.68%-44.57%0.12%0.921.41.21.63.0%
FundAdvice Ultimate Buy & Hold Portfolio2.44%4.26%2.82%9.94%-21.19%0.14%1.041.61.21.82.5%
Golden Butterfly Portfolio0.99%5.38%1.89%8.21%-20.32%0.20%0.590.81.10.83.0%
Gone Fishin’ Portfolio3.50%5.30%3.05%12.04%-26.03%0.12%0.971.51.21.83.0%
Growth Portfolio7.39%7.14%2.21%13.72%-28.25%0.05%1.141.71.22.42.7%
Gyroscopic Investing Desert Portfolio3.28%4.43%1.99%5.79%-16.15%0.06%0.891.31.11.71.7%
Harry Browne Permanent Portfolio1.64%4.33%1.94%6.95%-19.44%0.18%0.570.81.10.92.3%
Income Portfolio0.31%2.16%2.39%5.62%-21.20%0.08%0.570.81.10.92.1%
Larry Swedroe Minimize FatTails Portfolio0.19%2.72%2.49%6.04%-21.61%0.17%0.510.61.10.82.3%
Larry Swedroe Simple Portfolio1.12%5.10%2.45%10.91%-39.91%0.20%0.801.01.11.33.3%
MATANA Portfolio71.39%36.08%0.24%28.65%-46.26%0.00%1.442.11.22.36.2%
Mebane Faber Ivy Portfolio3.19%4.33%2.46%12.06%-48.90%0.22%0.751.21.11.33.2%
Moderate Portfolio5.01%5.55%2.27%10.54%-23.53%0.06%1.041.51.22.02.4%
Nasdaq-100 Portfolio33.92%17.27%0.61%21.45%-82.98%0.20%1.322.01.22.73.9%
Paul Merriman Ultimate Portfolio2.84%5.98%3.12%16.96%-38.24%0.16%0.901.41.21.54.3%
Pinwheel Portfolio2.55%5.14%2.26%11.09%-23.65%0.09%0.861.21.11.53.1%
PortfoliosLab Trends Portfolio34.08%23.83%1.47%21.48%-34.88%0.03%1.292.01.22.64.0%
Ray Dalio All Weather Portfolio-0.27%4.57%2.37%8.18%-24.28%0.19%0.140.11.00.23.0%
Ray Dalio All Weather Portfolio 2x Leveraged-4.94%7.51%2.08%16.74%-41.12%0.94%-0.03-0.11.0-0.06.4%
Rick Ferri Core Four Portfolio6.31%7.15%2.51%13.61%-48.48%0.04%1.021.61.22.12.9%
Roger Gibson Five Asset Portfolio2.66%4.85%2.55%11.92%-27.82%0.22%0.721.21.11.33.2%
Roger Gibson Talmud Portfolio1.30%6.13%3.13%12.12%-44.88%0.06%0.410.71.10.73.9%
S&P 500 Portfolio12.64%11.73%1.53%17.50%-55.19%0.09%1.091.61.22.52.9%
Scott Burns Couch Portfolio5.46%6.56%2.02%9.23%-31.99%0.11%0.831.11.11.72.1%
Scott Burns Margaritaville Portfolio5.31%5.64%2.38%11.31%-23.92%0.10%1.051.51.22.12.3%
Second Grader's Starter Portfolio8.56%7.98%2.20%15.39%-52.66%0.04%1.121.61.22.42.9%
Semiconductor Stocks Portfolio36.06%27.62%1.69%30.28%-43.28%0.00%1.382.11.23.55.4%
Simple Path to Wealth Portfolio8.66%8.81%1.94%13.42%-43.49%0.03%0.981.41.22.02.7%
Stocks/Bonds 20/80 Portfolio1.47%3.22%2.75%5.59%-18.52%0.03%0.540.71.10.91.8%
Stocks/Bonds 40/60 Leveraged Portfolio-2.08%11.37%2.59%21.76%-55.26%0.65%-0.09-0.01.0-0.18.0%
Stocks/Bonds 40/60 Portfolio4.07%5.32%2.46%7.87%-23.14%0.03%0.801.11.11.52.1%
Stocks/Bonds 60/40 Portfolio6.68%7.34%2.16%10.91%-35.22%0.03%0.931.41.21.92.4%
Stocks/Bonds 80/20 Portfolio9.32%9.28%1.87%14.28%-46.06%0.03%0.991.51.22.12.8%
Tech Stocks Dividend Portfolio14.17%15.52%2.69%21.49%-77.75%0.00%1.001.51.22.23.7%
Tim Maurer Simple Money Portfolio2.57%4.28%2.26%10.06%-36.29%0.23%1.031.51.21.82.6%
Total Stock Market Portfolio11.97%11.14%1.58%17.86%-55.45%0.03%1.021.51.22.23.2%
Warren Buffett's 90/10 Portfolio11.56%10.79%1.98%15.82%-30.73%0.03%1.121.81.22.62.7%