About Portfolio Lab
Free, institutional-grade portfolio construction tools built on forward-looking data from J.P. Morgan and other leading research firms.
Who builds this
Portfolio Lab is built by Glenn Cameron, CFA. Glenn has spent 25+ years in institutional portfolio management, OCIO/investment consulting, and asset allocation across the UK, US, Europe, Middle East, and Africa.
He has held CIO, Head of Investments, and senior portfolio management roles at firms including Wilshire Associates, Old Mutual Investment Group, Sanlam Investments, and Cartwright. He currently serves as Global Head of Institutional at Onramp.
At Cartwright, Glenn led the advice and execution for the first UK pension scheme to allocate to Bitcoin, covering the full lifecycle: investment due diligence, governance framework, operating model design, and implementation.
Why this exists
Most free portfolio tools use backward-looking historical returns. The problem is obvious: past returns are a poor predictor of future returns, especially at today's valuations.
Portfolio Lab uses forward-looking capital market assumptions from J.P. Morgan's 2026 Long-Term Capital Market Assumptions (LTCMA), covering 27 asset classes including Bitcoin. These are the same assumptions used by institutional investors managing billions.
The goal is simple: give individual investors, advisors, FIRE planners, and finance students the same calibre of tools that institutional investors use, for free.
Credentials
- ✓CFA Charter Holder (CFA Institute, 2005)
- ✓Financial Modelling & Valuation Analyst (Corporate Finance Institute, 2021)
- ✓BBusSc Honours in Finance (University of Cape Town)
- ✓25+ years in institutional portfolio management and investment consulting
- ✓Led the first UK pension scheme Bitcoin allocation (strategy through implementation)
How the tools work
Every tool on Portfolio Lab runs entirely in your browser. No data is sent to any server. Your portfolio information stays on your device.
The platform uses 5 institutional-grade optimization methods (Maximum Sharpe Ratio, Minimum Variance, Risk Parity, Hierarchical Risk Parity, and Black-Litterman), Monte Carlo simulation with Cornish-Fisher adjustment for non-normal returns, and forward-looking expected returns from J.P. Morgan and other research providers.
For full technical details, see the Methodology page.
Editorial standards
All research and analysis on Portfolio Lab is written by Glenn Cameron. Data sources are cited explicitly. Assumptions are documented in the methodology. Where estimates are used (such as Bitcoin expected returns), the reasoning and limitations are explained.
Portfolio Lab is an educational and analytical tool. Nothing on this site constitutes financial advice. See the full disclaimer at the bottom of each article.