The Larry Portfolio is the name for a class of portfolios promoted by Larry Swedroe and Kevin Grogan in the book Reducing The Risk of Black Swans. The main idea is that by purchasing the highest return stock assets available, one can reduce overall stock exposure and maintain similar returns to other portfolio options but with less volatility.
(*) Swedroe specifically recommends a combination of international developed small cap value and emerging market value. Following convention from previous published versions of the same portfolio, I used an Emerging Market fund for this portion. Be sure to read Swedroe’s reasoning for why he chooses the fund he does.
Because verified data is not available, this portfolio includes estimated returns prior to 1988. Data for those years is highlighted on each chart.