For Financial Advisors

Institutional-grade portfolio tools, free for advisors

Five optimization methods. J.P. Morgan forward-looking assumptions. Monte Carlo with fat-tail adjustment. The same quantitative framework used by OCIOs and multi-asset teams, available to independent advisors at no cost.

Why advisors use Portfolio Lab

Most advisor tools either cost thousands per year (Kwanti, BlackDiamond, Orion) or use backward-looking historical returns that break down at extreme valuations (Portfolio Visualizer). Portfolio Lab fills the gap: institutional methods, forward-looking data, zero cost.

All calculations run client-side. No client portfolio data leaves the browser. No compliance headaches from third-party data processing.

Relevant tools

Portfolio Optimizer

5 methods, 27 assets, efficient frontier, constraint support

Monte Carlo Simulator

Cornish-Fisher adjusted, fan charts, sequence risk modelling

CMA Comparison

Compare J.P. Morgan, BlackRock, Research Affiliates, GMO, AQR

SWR Calculator

Updated Trinity Study with forward-looking assumptions

Factor Exposure Analyzer

Decompose portfolio factor tilts: value, momentum, quality, size

Bitcoin Allocation

Optimal BTC sizing using mean-variance optimization

What sets this apart from what you already use

Built by a practitioner

Portfolio Lab is built by Glenn Cameron, CFA, with 25+ years in institutional portfolio management and investment consulting at firms including Wilshire Associates, Sanlam Investments, and Cartwright. He led the first UK pension scheme Bitcoin allocation.

Start building portfolios

Free. No signup required. No client data leaves your browser.

Open the optimizer