Little is known about their stability and the factors that influence their persistence or change over the life-course. To address this, we use data from 158 participants from the Special Needs and Autism Project cohort studied at three time-points from 12 to 23 years. We used latent growth models to study the role of child, family, and contextual characteristics on the conduct, emotional, and attention deficit hyperactivity disorder domains of the parent-reported Strengths and Difficulties Questionnaire. Symptoms decreased significantly over time for all three domains, but many participants still remained above the published cutoffs for likely disorder on at least one of the three domains. Individual trajectories showed high levels of persistence. Higher initial adaptive function and language levels predicted a greater decline in conduct and attention deficit hyperactivity disorder symptoms. In contrast, increased emotional symptoms were predicted by higher language functioning, lower levels of autism symptom severity and higher parental education. Greater neighborhood deprivation was associated with more conduct problems but also a greater decline over time. Our findings highlight that it may be possible to accurately predict mental health trajectories over this time period, which could help parents and carers in planning and help professionals target resources more efficiently.