Rob Arnott vs Tyler Golden Butterfly 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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Rob Arnott Portfolio
1.00$
Initial Capital
December 1994
7.52$
Final Capital
November 2024
6.96%
Yearly Return
7.23
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
December 1994
10.55$
Final Capital
November 2024
8.17%
Yearly Return
7.79
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
Rob Arnott Portfolio
1.00$
Initial Capital
January 1985
23.36$
Final Capital
November 2024
8.21%
Yearly Return
7.16
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
January 1985
28.82$
Final Capital
November 2024
8.79%
Yearly Return
7.65
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

The Rob Arnott Portfolio obtained a 6.96% compound annual return, with a 7.23% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 8.17% compound annual return, with a 7.79% 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_author_none.webp Rob Arnott Portfolio
Rob Arnott 		6.92 1.83 6.45 11.52 3.79 4.13 6.96 8.21
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		14.65 3.11 11.56 21.28 7.02 6.55 8.17 8.79
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Rob Arnott Portfolio: an investment of 1$, since December 1994, now would be worth 7.52$, with a total return of 652.10% (6.96% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since December 1994, now would be worth 10.55$, with a total return of 955.37% (8.17% annualized).


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Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 23.36$, with a total return of 2235.51% (8.21% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1985, now would be worth 28.82$, with a total return of 2782.29% (8.79% 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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Rob Arnott Portfolio Golden Butterfly
Author Rob Arnott Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 40%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 11.52 21.28
Infl. Adjusted Return (%) 8.55 18.05
DRAWDOWN
Deepest Drawdown Depth (%) -3.00 -2.86
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -0.76 -1.54
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 6.89 8.38
Sharpe Ratio 0.92 1.92
Sortino Ratio 1.17 2.63
Ulcer Index 1.11 0.93
Ratio: Return / Standard Deviation 1.67 2.54
Ratio: Return / Deepest Drawdown 3.85 7.43
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Rob Arnott Portfolio Golden Butterfly
Author Rob Arnott Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 40%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 3.79 7.02
Infl. Adjusted Return (%) -0.37 2.73
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -17.79
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -17.86 -17.79
Start to Recovery (months) 35* 30
Longest Negative Period (months) 45 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.88 10.43
Sharpe Ratio 0.15 0.45
Sortino Ratio 0.20 0.63
Ulcer Index 7.64 6.47
Ratio: Return / Standard Deviation 0.38 0.67
Ratio: Return / Deepest Drawdown 0.21 0.39
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Rob Arnott Portfolio Golden Butterfly
Author Rob Arnott Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 40%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 4.13 6.55
Infl. Adjusted Return (%) 1.17 3.51
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -17.79
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -17.86 -17.79
Start to Recovery (months) 35* 30
Longest Negative Period (months) 45 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.84 8.49
Sharpe Ratio 0.33 0.59
Sortino Ratio 0.44 0.82
Ulcer Index 5.66 4.89
Ratio: Return / Standard Deviation 0.53 0.77
Ratio: Return / Deepest Drawdown 0.23 0.37
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Rob Arnott Portfolio Golden Butterfly
Author Rob Arnott Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 40%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 6.96 8.17
Infl. Adjusted Return (%) 4.32 5.51
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -17.79
Start to Recovery (months) 22 30
Longest Drawdown Depth (%) -17.86 -17.79
Start to Recovery (months) 35* 30
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 7.79
Sharpe Ratio 0.64 0.75
Sortino Ratio 0.84 1.01
Ulcer Index 4.63 3.58
Ratio: Return / Standard Deviation 0.96 1.05
Ratio: Return / Deepest Drawdown 0.29 0.46
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Rob Arnott Portfolio Golden Butterfly
Author Rob Arnott Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 40%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 8.21 8.79
Infl. Adjusted Return (%) 5.28 5.83
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -17.79
Start to Recovery (months) 22 30
Longest Drawdown Depth (%) -17.86 -17.79
Start to Recovery (months) 35* 30
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.16 7.65
Sharpe Ratio 0.71 0.74
Sortino Ratio 0.94 0.99
Ulcer Index 4.17 3.37
Ratio: Return / Standard Deviation 1.15 1.15
Ratio: Return / Deepest Drawdown 0.34 0.49
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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Rob Arnott Portfolio Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-17.86 35* Jan 2022
In progress
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-9.44 8 May 1998
Dec 1998
-8.72 6 Feb 2020
Jul 2020
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-6.23 16 Mar 2015
Jun 2016
-5.66 10 May 2013
Feb 2014
-4.99 11 Feb 2001
Dec 2001
-4.84 6 Sep 2018
Feb 2019
-4.70 6 Apr 2004
Sep 2004

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Rob Arnott Portfolio Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-17.86 35* Jan 2022
In progress
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-10.93 17 Sep 1987
Jan 1989
-9.44 8 May 1998
Dec 1998
-8.72 6 Feb 2020
Jul 2020
-7.94 14 Jan 1990
Feb 1991
-7.37 16 Feb 1994
May 1995
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-6.23 16 Mar 2015
Jun 2016
-6.11 7 Jan 1990
Jul 1990

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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Rob Arnott Portfolio Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 6.92 -3.00 14.65 -2.86
2023
 9.08 -7.06 11.98 -8.08
2022
 -14.81 -17.86 -13.35 -17.79
2021
 11.04 -1.71 9.35 -2.45
2020
 7.98 -8.72 13.93 -7.16
2019
 16.67 -0.49 18.03 -1.83
2018
 -4.12 -4.84 -4.03 -6.37
2017
 9.02 -0.37 10.96 -0.32
2016
 7.14 -3.86 10.82 -3.36
2015
 -3.26 -5.73 -3.71 -6.25
2014
 7.59 -2.79 9.13 -3.27
2013
 1.41 -5.66 6.26 -3.84
2012
 10.55 -2.17 8.84 -2.43
2011
 7.73 -3.51 8.86 -3.00
2010
 11.89 -2.99 16.54 -2.77
2009
 14.59 -11.26 10.77 -10.16
2008
 -11.48 -21.15 -4.18 -13.53
2007
 7.64 -1.84 9.58 -2.06
2006
 8.97 -1.26 12.44 -2.71
2005
 7.74 -2.50 8.04 -1.76
2004
 11.93 -4.70 9.88 -4.36
2003
 17.00 -2.42 18.85 -2.72
2002
 8.16 -0.99 3.15 -6.86
2001
 0.06 -2.47 2.71 -4.99
2000
 12.87 -0.83 6.88 -3.64
1999
 7.22 -2.71 4.24 -3.38
1998
 6.53 -4.10 8.03 -9.44
1997
 7.20 -2.36 13.09 -2.50
1996
 11.02 -0.75 8.18 -2.60
1995
 21.23 0.00 21.86 -0.40
1994
 -2.84 -7.37 -1.98 -4.64
1993
 13.77 -2.73 14.50 -1.37
1992
 6.56 -2.87 9.15 -1.58
1991
 18.67 -1.99 19.14 -1.63
1990
 2.80 -6.11 -2.51 -7.94
1989
 17.53 -1.16 14.78 -0.89
1988
 13.48 -1.21 9.18 -1.64
1987
 6.41 -5.21 5.10 -10.93
1986
 21.76 -3.06 17.75 -2.42
1985
 27.17 -1.73 25.09 -1.93