Ben Stein Long Term Portfolio vs Stocks/Bonds 60/40 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - December 2024 (~43 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1982)
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1995
9.50$
Final Capital
December 2024
7.79%
Yearly Return
12.45%
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1982
52.65$
Final Capital
December 2024
9.66%
Yearly Return
12.21%
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
January 1995
18.39$
Final Capital
December 2024
10.19%
Yearly Return
9.67%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1982
97.19$
Final Capital
December 2024
11.23%
Yearly Return
9.91%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period

As of December 2024, in the previous 30 Years, the Ben Stein Long Term Portfolio obtained a 7.79% compound annual return, with a 12.45% standard deviation. It suffered a maximum drawdown of -45.92% that required 42 months to be recovered.

As of December 2024, in the previous 30 Years, the Stocks/Bonds 60/40 Momentum Portfolio obtained a 10.19% compound annual return, with a 9.67% standard deviation. It suffered a maximum drawdown of -32.52% that required 40 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ben Stein Long Term Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
20.00
EFA
iShares MSCI EAFE
10.00
EEM
iShares MSCI Emerging Markets
10.00
IJS
iShares S&P Small-Cap 600 Value
10.00
VNQ
Vanguard Real Estate
20.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
Stocks/Bonds 60/40 Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
60.00
MTUM
iShares Edge MSCI USA Momentum Fctr
40.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1982 - 31 December 2024 (~43 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ben_stein.webp Long Term Portfolio
Ben Stein 		10.74 -3.18 4.86 10.74 7.06 7.02 7.79 9.66
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 Momentum
-- Market Benchmark 		20.29 -3.30 5.11 20.29 7.09 8.56 10.19 11.23
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since January 1995, now would be worth 9.50$, with a total return of 849.56% (7.79% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1995, now would be worth 18.39$, with a total return of 1738.75% (10.19% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1982, now would be worth 52.65$, with a total return of 5165.36% (9.66% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 97.19$, with a total return of 9619.17% (11.23% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1982 - 31 December 2024 (~43 years)
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.74 20.29
Infl. Adjusted Return (%) 8.05 17.36
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -4.38
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.17 -4.38
Start to Recovery (months) 2 3
Longest Negative Period (months) 4* 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.69 10.55
Sharpe Ratio 0.64 1.43
Sortino Ratio 0.81 1.80
Ulcer Index 1.44 1.56
Ratio: Return / Standard Deviation 1.24 1.92
Ratio: Return / Deepest Drawdown 3.22 4.64
Metrics calculated over the period 1 January 2024 - 31 December 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.06 7.09
Infl. Adjusted Return (%) 2.83 2.86
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Negative Period (months) 32 40
RISK INDICATORS
Standard Deviation (%) 14.39 13.15
Sharpe Ratio 0.33 0.36
Sortino Ratio 0.44 0.49
Ulcer Index 7.64 11.58
Ratio: Return / Standard Deviation 0.49 0.54
Ratio: Return / Deepest Drawdown 0.34 0.29
Metrics calculated over the period 1 January 2020 - 31 December 2024
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.02 8.56
Infl. Adjusted Return (%) 3.94 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 40
RISK INDICATORS
Standard Deviation (%) 12.06 10.61
Sharpe Ratio 0.45 0.65
Sortino Ratio 0.60 0.88
Ulcer Index 5.92 8.37
Ratio: Return / Standard Deviation 0.58 0.81
Ratio: Return / Deepest Drawdown 0.34 0.35
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.79 10.19
Infl. Adjusted Return (%) 5.14 7.49
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -32.52
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -21.14
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 53
RISK INDICATORS
Standard Deviation (%) 12.45 9.67
Sharpe Ratio 0.44 0.82
Sortino Ratio 0.57 1.07
Ulcer Index 9.46 8.22
Ratio: Return / Standard Deviation 0.63 1.05
Ratio: Return / Deepest Drawdown 0.17 0.31
Metrics calculated over the period 1 January 1995 - 31 December 2024
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.66 11.23
Infl. Adjusted Return (%) 6.61 8.14
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -32.52
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -21.14
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 53
RISK INDICATORS
Standard Deviation (%) 12.21 9.91
Sharpe Ratio 0.50 0.77
Sortino Ratio 0.65 1.03
Ulcer Index 8.30 7.33
Ratio: Return / Standard Deviation 0.79 1.13
Ratio: Return / Deepest Drawdown 0.21 0.35
Metrics calculated over the period 1 January 1982 - 31 December 2024
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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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1982 - 31 December 2024 (~43 years)

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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-23.11 39 Sep 2000
Nov 2003
-21.14 41 Sep 2000
Jan 2004
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-10.73 5 Feb 2020
Jun 2020
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.29 9 Oct 2018
Jun 2019
-7.14 9 May 2011
Jan 2012
-6.78 3 Aug 1998
Oct 1998

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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-23.11 39 Sep 2000
Nov 2003
-21.14 41 Sep 2000
Jan 2004
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-20.08 21 Sep 1987
May 1989
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-11.34 10 Jan 1982
Oct 1982
-10.73 5 Feb 2020
Jun 2020
-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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 December 2024 (~43 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.

Swipe left to see all data
Long Term Portfolio Stocks/Bonds 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 10.74 -3.34 20.29 -4.38
2023
 16.02 -8.92 7.65 -5.48
2022
 -14.26 -20.52 -16.20 -21.97
2021
 16.72 -3.20 7.27 -2.88
2020
 9.40 -19.33 20.99 -10.73
2019
 21.13 -4.75 19.89 -0.92
2018
 -7.39 -10.70 -1.04 -9.29
2017
 16.88 0.00 23.93 0.00
2016
 9.22 -4.80 4.01 -3.57
2015
 -2.18 -8.57 5.58 -4.61
2014
 5.91 -3.45 11.10 -2.40
2013
 18.10 -2.66 19.91 -2.13
2012
 14.19 -7.09 10.22 -3.51
2011
 -3.35 -16.94 6.73 -7.14
2010
 13.80 -10.43 13.29 -6.43
2009
 26.25 -17.28 11.92 -12.79
2008
 -30.51 -33.62 -21.83 -24.08
2007
 5.66 -5.92 13.35 -1.41
2006
 19.42 -3.62 8.04 -2.23
2005
 10.21 -3.30 12.44 -0.99
2004
 15.66 -4.29 11.72 -2.06
2003
 30.79 -3.98 17.18 -1.95
2002
 -10.67 -17.62 -4.07 -11.25
2001
 -4.80 -15.85 -7.04 -13.57
2000
 -2.79 -8.99 -1.21 -6.50
1999
 21.76 -2.43 23.95 -1.65
1998
 7.54 -15.80 32.69 -6.78
1997
 13.81 -4.54 25.89 -3.48
1996
 15.37 -3.55 19.33 -2.32
1995
 16.95 -1.90 32.67 0.00
1994
 -0.18 -6.15 -1.72 -6.35
1993
 23.87 -3.66 11.81 -0.99
1992
 3.67 -3.34 5.45 -2.52
1991
 31.77 -4.13 28.24 -2.57
1990
 -8.84 -15.40 4.36 -7.66
1989
 25.31 -2.86 31.11 -1.20
1988
 19.53 -2.49 7.18 -3.36
1987
 2.59 -20.11 2.02 -20.08
1986
 22.75 -4.06 19.66 -5.55
1985
 30.54 -2.54 28.33 -1.52
1984
 8.43 -3.82 5.51 -7.11
1983
 22.02 -2.01 12.26 -3.09
1982
 10.55 -11.34 30.72 -2.23
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
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English book
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Italian book