Asset Allocation Lab

Larry Portfolio (Larry Swedroe)

Created by Larry Swedroe

A bond-heavy portfolio that leans on the small-value factor to punch above its equity weight.

What is it?

The Larry Portfolio is named after financial author and researcher Larry Swedroe, a prominent advocate of factor-based investing. It is unusually concentrated for an equity sleeve: just 30% in small-cap value stocks, paired with a large 70% allocation to short-term bonds.

The philosophy

Swedroe's approach draws on academic research — particularly the Fama-French factor model — showing that small-cap and value stocks have historically delivered higher average returns than the broad market, at the cost of higher volatility and periods of significant underperformance. His insight was that if a factor like small-cap value carries a meaningful return premium, an investor does not need a large equity allocation to reach a given return target; a smaller allocation to a higher-expected-return factor, backed by a large, safe bond cushion, can target similar long-run outcomes with a different (and for some investors, more comfortable) risk profile.

How it works

The 30% equity sleeve is concentrated entirely in small-cap value stocks rather than spread across large-cap, international, or other equity styles, deliberately maximizing exposure to the factor premium Swedroe's research emphasizes. The 70% short-term bond allocation is unusually large and unusually short in duration compared to most portfolios on this site, minimizing interest rate risk and providing a highly stable base. The overall effect is a portfolio with a much smaller "amount" of stock market risk than its 30% headline equity weighting might suggest, concentrated in a single higher-expected-return factor.

Who is it for?

This strategy suits investors who are persuaded by the academic case for the small-cap value premium and want to take equity risk in a concentrated, factor-focused way rather than through a broad market index, while keeping their overall portfolio risk conservative. It fits investors with a lower overall risk tolerance who still want some exposure to higher-expected-return equities, rather than investors seeking maximum diversification across equity styles.

Key strengths & trade-offs

Its strength is a historically favorable risk-adjusted return profile: a small, concentrated equity allocation in a factor with a strong long-run academic track record, backed by a large, low-volatility bond base. Its trade-off is factor concentration risk — small-cap value can underperform the broad market for years at a time, as it did through much of the 2010s and early 2020s, and because the equity sleeve is not diversified across large-cap or international stocks, its outcome depends heavily on the small-value premium continuing to hold in the future the way it has in the historical record.

Risk Level

conservative

Rebalancing

annual

Number of Assets

2

Best For

Capital preservation, low tolerance for drawdowns

Current Allocation

US Small Cap Value30%
US Short-Term Bonds70%

Performance: 28-Year Backtest

Data for US Small Cap Value starts 1998. Simulation covers 28 years.

Jul 1998Feb 2002Sep 2005Apr 2009Nov 2012Jun 2016Jan 2020Aug 2023$0$10,000$20,000$30,000$40,000
Larry Portfolio (Larry Swedroe)── Actual ETF data   ╌╌ Proxy index data

$10,000 initial investment → $39,007

Annual Returns

Strategy19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420252026
Larry Portfolio (Larry Swedroe)+2.1%+0.6%+18.5%+7.1%-1.8%+14.6%+4.2%+6.8%+6.9%+2.2%-8.6%+11.2%+9.9%+1.5%+5.6%+8.0%+3.7%-1.9%+9.4%+3.9%+0.2%+4.6%+6.5%+6.1%-0.7%+3.7%+8.5%+6.7%+3.4%

Key Metrics

CAGR+4.97%
Max Drawdown-12.7%
Volatility5.5%
Sharpe Ratio0.55
Sortino Ratio0.87
Best / Worst Year2000 / 2008

Based on historical data. Past performance does not guarantee future results. This site is for educational purposes only and does not constitute investment advice.