Ben Stein Long Term vs Burton Malkiel Late Sixties and Beyond Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 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
Burton Malkiel Late Sixties and Beyond Portfolio
1.00$
Initial Capital
December 1994
12.50$
Final Capital
November 2024
8.78%
Yearly Return
11.67
Std Deviation
-41.80%
Max Drawdown
38months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1985
37.18$
Final Capital
November 2024
9.48%
Yearly Return
12.31
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Burton Malkiel Late Sixties and Beyond Portfolio
1.00$
Initial Capital
January 1985
43.50$
Final Capital
November 2024
9.91%
Yearly Return
11.59
Std Deviation
-41.80%
Max Drawdown
38months
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 Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.78% compound annual return, with a 11.67% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ben_stein.webp Long Term Portfolio
Ben Stein 		14.38 3.35 9.24 20.49 8.32 7.29 7.94 9.48
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_burton_malkiel.webp Late Sixties and Beyond
Burton Malkiel 		14.25 3.04 10.17 19.91 7.32 7.07 8.78 9.91
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).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since December 1994, now would be worth 12.50$, with a total return of 1149.78% (8.78% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 37.18$, with a total return of 3618.05% (9.48% annualized).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since January 1985, now would be worth 43.50$, with a total return of 4249.57% (9.91% 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 1985 - 30 November 2024 (~40 years)
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Long Term Portfolio Late Sixties and Beyond
Author Ben Stein Burton Malkiel
ASSET ALLOCATION
Stocks 80% 71%
Fixed Income 20% 29%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 19.91
Infl. Adjusted Return (%) 17.29 16.72
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.56
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.17 -3.56
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 8.35
Sharpe Ratio 1.79 1.76
Sortino Ratio 2.26 2.14
Ulcer Index 1.13 1.21
Ratio: Return / Standard Deviation 2.40 2.38
Ratio: Return / Deepest Drawdown 6.14 5.59
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio Late Sixties and Beyond
Author Ben Stein Burton Malkiel
ASSET ALLOCATION
Stocks 80% 71%
Fixed Income 20% 29%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 7.32
Infl. Adjusted Return (%) 3.97 3.02
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.44
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -20.52 -22.44
Start to Recovery (months) 26 30
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 14.31 13.97
Sharpe Ratio 0.42 0.36
Sortino Ratio 0.56 0.47
Ulcer Index 7.63 8.63
Ratio: Return / Standard Deviation 0.58 0.52
Ratio: Return / Deepest Drawdown 0.41 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio Late Sixties and Beyond
Author Ben Stein Burton Malkiel
ASSET ALLOCATION
Stocks 80% 71%
Fixed Income 20% 29%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 7.07
Infl. Adjusted Return (%) 4.24 4.02
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.44
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -20.52 -22.44
Start to Recovery (months) 26 30
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.00 11.41
Sharpe Ratio 0.48 0.48
Sortino Ratio 0.64 0.64
Ulcer Index 5.92 6.44
Ratio: Return / Standard Deviation 0.61 0.62
Ratio: Return / Deepest Drawdown 0.36 0.32
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio Late Sixties and Beyond
Author Ben Stein Burton Malkiel
ASSET ALLOCATION
Stocks 80% 71%
Fixed Income 20% 29%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 8.78
Infl. Adjusted Return (%) 5.28 6.10
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -41.80
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -45.92 -41.80
Start to Recovery (months) 42 38
Longest Negative Period (months) 110 62
RISK INDICATORS
Standard Deviation (%) 12.43 11.67
Sharpe Ratio 0.45 0.56
Sortino Ratio 0.59 0.71
Ulcer Index 9.46 7.71
Ratio: Return / Standard Deviation 0.64 0.75
Ratio: Return / Deepest Drawdown 0.17 0.21
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio Late Sixties and Beyond
Author Ben Stein Burton Malkiel
ASSET ALLOCATION
Stocks 80% 71%
Fixed Income 20% 29%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.48 9.91
Infl. Adjusted Return (%) 6.51 6.93
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -41.80
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -45.92 -41.80
Start to Recovery (months) 42 38
Longest Negative Period (months) 110 62
RISK INDICATORS
Standard Deviation (%) 12.31 11.59
Sharpe Ratio 0.51 0.58
Sortino Ratio 0.66 0.75
Ulcer Index 8.56 7.08
Ratio: Return / Standard Deviation 0.77 0.86
Ratio: Return / Deepest Drawdown 0.21 0.24
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Long Term Portfolio Late Sixties and Beyond
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-41.80 38 Nov 2007
Dec 2010
-23.11 39 Sep 2000
Nov 2003
-22.44 30 Jan 2022
Jun 2024
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-16.82 8 Jan 2020
Aug 2020
-16.48 12 May 1998
Apr 1999
-15.80 11 May 1998
Mar 1999
-13.38 10 May 2011
Feb 2012
-12.20 13 May 2002
May 2003
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.27 13 Feb 2001
Feb 2002

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Long Term Portfolio Late Sixties and Beyond
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-41.80 38 Nov 2007
Dec 2010
-23.11 39 Sep 2000
Nov 2003
-22.44 30 Jan 2022
Jun 2024
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-19.08 17 Sep 1987
Jan 1989
-16.94 19 May 2011
Nov 2012
-16.82 8 Jan 2020
Aug 2020
-16.48 12 May 1998
Apr 1999
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-13.63 7 Aug 1990
Feb 1991
-13.38 10 May 2011
Feb 2012

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 1985 - 30 November 2024 (~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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Long Term Portfolio Late Sixties and Beyond
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 14.38 -3.34 14.25 -3.56
2023
 16.02 -8.92 14.40 -8.53
2022
 -14.26 -20.52 -16.23 -22.44
2021
 16.72 -3.20 15.40 -3.79
2020
 9.40 -19.33 10.03 -16.82
2019
 21.13 -4.75 22.55 -3.12
2018
 -7.39 -10.70 -5.90 -8.08
2017
 16.88 0.00 16.49 0.00
2016
 9.22 -4.80 8.48 -3.07
2015
 -2.18 -8.57 -1.63 -7.72
2014
 5.91 -3.45 9.01 -3.10
2013
 18.10 -2.66 12.49 -4.03
2012
 14.19 -7.09 14.20 -5.09
2011
 -3.35 -16.94 1.01 -13.38
2010
 13.80 -10.43 14.47 -8.21
2009
 26.25 -17.28 25.30 -17.05
2008
 -30.51 -33.62 -26.02 -31.57
2007
 5.66 -5.92 5.18 -5.15
2006
 19.42 -3.62 20.06 -2.71
2005
 10.21 -3.30 9.86 -2.99
2004
 15.66 -4.29 14.78 -7.04
2003
 30.79 -3.98 29.73 -0.86
2002
 -10.67 -17.62 -5.70 -12.20
2001
 -4.80 -15.85 5.85 -9.27
2000
 -2.79 -8.99 2.46 -6.12
1999
 21.76 -2.43 12.48 -4.06
1998
 7.54 -15.80 5.92 -16.48
1997
 13.81 -4.54 15.13 -4.83
1996
 15.37 -3.55 18.95 -2.65
1995
 16.95 -1.90 20.20 -1.35
1994
 -0.18 -6.15 -3.17 -7.20
1993
 23.87 -3.66 23.51 -2.85
1992
 3.67 -3.34 4.84 -2.71
1991
 31.77 -4.13 33.86 -3.74
1990
 -8.84 -15.40 -5.42 -13.63
1989
 25.31 -2.86 26.07 -1.94
1988
 19.53 -2.49 16.73 -2.39
1987
 2.59 -20.11 -0.94 -19.08
1986
 22.75 -4.06 18.93 -4.58
1985
 30.54 -2.54 27.52 -2.25