Ben Stein Long Term vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Simulation Settings
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
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
December 1994
10.94$
Final Capital
November 2024
8.30%
Yearly Return
7.84
Std Deviation
-20.39%
Max Drawdown
25months
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
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
January 1976
83.97$
Final Capital
November 2024
9.48%
Yearly Return
8.39
Std Deviation
-20.39%
Max Drawdown
25months
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 Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.30% compound annual return, with a 7.84% 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)
//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 10.29
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_fulvio_marchese2.webp In Saecula Saeculorum
Fulvio Marchese 		16.55 3.28 10.93 21.41 8.23 7.47 8.30 9.48
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).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since December 1994, now would be worth 10.94$, with a total return of 993.97% (8.30% 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).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1976, now would be worth 83.97$, with a total return of 8296.91% (9.48% 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 In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 20.49 21.41
Infl. Adjusted Return (%) 17.29 18.18
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -2.83
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -2.83
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 6.49
Sharpe Ratio 1.79 2.49
Sortino Ratio 2.26 3.02
Ulcer Index 1.13 0.83
Ratio: Return / Standard Deviation 2.40 3.30
Ratio: Return / Deepest Drawdown 6.14 7.56
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.32 8.23
Infl. Adjusted Return (%) 3.97 3.89
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 14.31 10.67
Sharpe Ratio 0.42 0.56
Sortino Ratio 0.56 0.74
Ulcer Index 7.63 6.91
Ratio: Return / Standard Deviation 0.58 0.77
Ratio: Return / Deepest Drawdown 0.41 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.29 7.47
Infl. Adjusted Return (%) 4.24 4.40
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.00 8.56
Sharpe Ratio 0.48 0.69
Sortino Ratio 0.64 0.93
Ulcer Index 5.92 5.06
Ratio: Return / Standard Deviation 0.61 0.87
Ratio: Return / Deepest Drawdown 0.36 0.40
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.94 8.30
Infl. Adjusted Return (%) 5.28 5.63
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -20.39
Start to Recovery (months) 42 25
Longest Drawdown Depth (%) -45.92 -10.13
Start to Recovery (months) 42 33
Longest Negative Period (months) 110 43
RISK INDICATORS
Standard Deviation (%) 12.43 7.84
Sharpe Ratio 0.45 0.77
Sortino Ratio 0.59 1.01
Ulcer Index 9.46 4.43
Ratio: Return / Standard Deviation 0.64 1.06
Ratio: Return / Deepest Drawdown 0.17 0.41
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.29 9.48
Infl. Adjusted Return (%) 6.44 5.66
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -20.39
Start to Recovery (months) 42 25
Longest Drawdown Depth (%) -45.92 -10.13
Start to Recovery (months) 42 33
Longest Negative Period (months) 110 43
RISK INDICATORS
Standard Deviation (%) 12.15 8.39
Sharpe Ratio 0.50 0.63
Sortino Ratio 0.65 0.85
Ulcer Index 7.87 3.97
Ratio: Return / Standard Deviation 0.85 1.13
Ratio: Return / Deepest Drawdown 0.22 0.46
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 In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.39 25 Nov 2007
Nov 2009
-19.33 11 Jan 2020
Nov 2020
-18.89 26 Jan 2022
Feb 2024
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-10.70 8 Sep 2018
Apr 2019
-10.13 33 Sep 2000
May 2003
-9.84 14 Jun 2015
Jul 2016
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-5.64 6 Sep 2018
Feb 2019
-4.77 5 Jun 2011
Oct 2011

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Long Term Portfolio In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.39 25 Nov 2007
Nov 2009
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-18.89 26 Jan 2022
Feb 2024
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-13.51 17 Sep 1987
Jan 1989
-13.32 16 Jul 1981
Oct 1982
-11.22 21 Dec 1980
Aug 1982
-10.74 4 Feb 1980
May 1980
-10.70 8 Sep 2018
Apr 2019

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 In Saecula Saeculorum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 14.38 -3.34 16.55 -2.83
2023
 16.02 -8.92 15.53 -6.33
2022
 -14.26 -20.52 -14.97 -18.89
2021
 16.72 -3.20 10.12 -3.03
2020
 9.40 -19.33 15.89 -8.50
2019
 21.13 -4.75 20.14 -2.10
2018
 -7.39 -10.70 -2.76 -5.64
2017
 16.88 0.00 12.42 -0.04
2016
 9.22 -4.80 7.79 -2.43
2015
 -2.18 -8.57 -0.75 -4.59
2014
 5.91 -3.45 8.52 -2.04
2013
 18.10 -2.66 10.73 -2.94
2012
 14.19 -7.09 10.41 -2.92
2011
 -3.35 -16.94 6.12 -4.77
2010
 13.80 -10.43 14.27 -4.00
2009
 26.25 -17.28 15.39 -9.28
2008
 -30.51 -33.62 -11.54 -16.70
2007
 5.66 -5.92 8.83 -2.17
2006
 19.42 -3.62 10.84 -2.11
2005
 10.21 -3.30 5.47 -1.69
2004
 15.66 -4.29 7.97 -3.39
2003
 30.79 -3.98 18.47 -1.50
2002
 -10.67 -17.62 -1.22 -5.96
2001
 -4.80 -15.85 -1.59 -6.44
2000
 -2.79 -8.99 0.64 -5.96
1999
 21.76 -2.43 9.19 -2.99
1998
 7.54 -15.80 15.29 -7.93
1997
 13.81 -4.54 16.19 -2.95
1996
 15.37 -3.55 9.83 -2.50
1995
 16.95 -1.90 25.73 0.00
1994
 -0.18 -6.15 -2.41 -5.96
1993
 23.87 -3.66 11.66 -1.36
1992
 3.67 -3.34 6.70 -2.12
1991
 31.77 -4.13 21.54 -2.17
1990
 -8.84 -15.40 0.53 -6.19
1989
 25.31 -2.86 19.19 -1.49
1988
 19.53 -2.49 9.59 -2.18
1987
 2.59 -20.11 3.95 -13.51
1986
 22.75 -4.06 16.23 -3.74
1985
 30.54 -2.54 25.62 -1.83
1984
 8.43 -3.82 5.90 -6.01
1983
 22.02 -2.01 11.20 -2.65
1982
 10.55 -11.34 26.71 -4.74
1981
 1.38 -8.32 -2.21 -10.07
1980
 22.39 -9.78 17.01 -10.74
1979
 19.59 -7.08 24.41 -6.29
1978
 14.86 -7.96 7.74 -5.17
1977
 8.12 -1.77 1.62 -3.17
1976
 20.36 -2.40 18.26 -1.55