---
title: "Lusid.Portfolio.AggregatedReturn"
slug: "lusidportfolioaggregatedreturn"
updated: 2026-04-14T18:08:46Z
published: 2026-04-14T18:08:46Z
canonical: "support.lusid.com/lusidportfolioaggregatedreturn"
---

> ## Documentation Index
> Fetch the complete documentation index at: https://support.lusid.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Lusid.Portfolio.AggregatedReturn

| **Type** | **Read/write** | **Author** | **Availability** |
| --- | --- | --- | --- |
| [Data provider](/v1/docs/what-are-a-data-provider-and-a-direct-provider) | Read | Finbourne | Provided with LUSID |

The `Lusid.Portfolio.AggregatedReturn` provider enables you to write a [Luminesce SQL query](/v1/docs/understanding-the-luminesce-sql-query-syntax) that retrieves [aggregated performance returns](/v1/docs/aggregating-performance-returns-for-a-portfolio) for one or more LUSID portfolios.

**See also:** [Lusid.Portfolio.Return](/v1/docs/lusidportfolioreturn), [Lusid.Portfolio.Return.Writer](/v1/docs/lusidportfolioreturnwriter)

## Basic usage

```sql
@lookup_table = <select-statement>;
@performance_metrics = <select-statement>;
select * from Lusid.Portfolio.AggregatedReturn where toLookUp = @lookup_table and performanceReturnMetrics = @performance_metrics
```

## Query parameters

`Lusid.Portfolio.AggregatedReturn` has parameters that help you construct a valid table of data to look up. For example:

- `ToLookUp`. Mandatory. Use the following data fields in the `select` statement to identify the portfolios and returns to look up:

| **Status** | **Data field** | **Explanation** |
| --- | --- | --- |
| Required | `PortfolioScope` | The scope of the portfolio to look up. |
| `PortfolioCode` | The code of the portfolio to look up. |
| `ReturnScope` | The scope of the returns to look up for a portfolio. |
| `ReturnCode` | The code of the returns to look up for a portfolio. |
| Optional | `Period` `CompositeMethod` `OutputFrequency` `AlternativeIncDate` `HolidayCalendars` | For more information on these fields, see [this table](/v1/docs/aggregating-performance-returns-for-a-portfolio#agg-return-table). |
- `PerformanceReturnMetrics`. Mandatory. Use the following data fields in the `select` statement to control how returns are aggregated:

| **Status** | **Data field** | **Explanation** |
| --- | --- | --- |
| Required | `WindowMetric` | For more information on these fields, see [this table](/v1/docs/aggregating-performance-returns-for-a-portfolio#agg-return-metrics-table). |
| Optional | `Type` `AllowPartial` `Annualised` `WithFee` `SeedAmount` `Alias` |
- `Recipe`. Optional. Specify the scope and code of a [recipe](/v1/docs/what-is-a-recipe) if you want to provide a source of FX rates to normalise constituents in different currencies to the composite currency.

To list all parameters, their data types, default values, and an explanation for each, run the following query using a [suitable tool](/v1/docs/what-tools-are-available-to-write-luminesce-queries):

```sql
select FieldName, DataType, ParamDefaultValue, Description from Sys.Field where TableName = 'Lusid.Portfolio.AggregatedReturn' and FieldType = 'Parameter';
```

## Data fields

By default, `Lusid.Portfolio.AggregatedReturn` returns a table of data populated with particular fields (columns). You can return a subset of these fields.

> **Note**: Some of these fields are mandatory to specify in your query; see the section above.

To list all fields available to return, their data types, whether fields are considered 'main', and an explanation for each, run the following query using a [suitable tool](/v1/docs/what-tools-are-available-to-write-luminesce-queries):

```sql
select FieldName, DataType, IsMain, IsPrimaryKey, SampleValues, Description from Sys.Field where TableName = 'Lusid.Portfolio.AggregatedReturn' and FieldType = 'Column';
```

> **Note:** Fields marked 'main' are returned by queries that start `select ^ from Lusid.Portfolio.AggregatedReturn...`

## Errors

We recommend examining the results of every query using the `Error` field.

This field is populated if `Lusid.Portfolio.AggregatedReturn` cannot retrieve an entity for some reason. For example, the `Error` field reveals that this query:

```sql
@lookup_table = select 'Finbourne-Examples' as PortfolioScope, 'UK-Equities' as PortfolioCode, 'Performance' as ReturnCode;
@performance_metrics = select '1D' as WindowMetric;
select Error from Lusid.Portfolio.AggregatedReturn where ToLookUp = @lookup_table and PerformanceReturnMetrics = @performance_metrics;
```

...fails because a `ReturnScope` has not been provided in the lookup table.

## Examples

> **Note:** For more example Luminesce SQL queries, visit our [Github repo](https://github.com/finbourne/luminesce-examples/tree/master/examples).

### Example 1: Aggregate one set of returns daily and over a month

```sql
@returns = select 'Finbourne-Examples' as PortfolioScope,
                  'UK-Equities' as PortfolioCode,
                  'Production' as ReturnScope,
                 'Performance-1' as ReturnCode,
                  'Daily' as Period, 
                  'Asset' as CompositeMethod,
                  'Daily' as OutputFrequency,
                  '2020-01-01T00:00:00.0000Z' as AlternativeIncDate;
@perfMetrics = select '1M' as WindowMetric, false as AllowPartial, false as WithFee, false as Annualised, '1 Month' as Alias
               union all
               select '1D' as WindowMetric, false as AllowPartial, false as WithFee, false as Annualised, '1 Day' as Alias;
select * from Lusid.Portfolio.AggregatedReturn 
                   where ToLookUp = @returns
                   and FromEffectiveAt = #2020-03-01#
                   and UntilEffectiveAt = #2020-03-28#
                   and PerformanceReturnMetrics = @perfMetrics;
```

### Example 2: Aggregate two sets of returns daily, monthly, bi-monthly and since portfolio inception

In this example, the scope and code of a recipe is passed in using the `Recipe` parameter.

```sql
@@recipe = select 'ShadowIBOR/BloombergMarketValue';
@returns = select 'Finbourne-Examples' as PortfolioScope,
                  'UK-Equities' as PortfolioCode,
                  'Production' as ReturnScope,
                  'Performance-1' as ReturnCode
           union all
           select 'Finbourne-Examples' as PortfolioScope,
                  'UK-Equities' as PortfolioCode,
                  'Production' as ReturnScope,
                  'Performance-2' as ReturnCode;
@perfMetrics = select '1M' as WindowMetric, false as AllowPartial
               union all
               select '1D' as WindowMetric, false as AllowPartial
               union all
               select 'Inc' as WindowMetric, false as AllowPartial
               union all
               select '2M' as WindowMetric, false as AllowPartial;
select * from Lusid.Portfolio.AggregatedReturn 
                   where ToLookUp = @returns
                   and FromEffectiveAt = #2020-03-01#
                   and UntilEffectiveAt = #2020-03-28#
                   and PerformanceReturnMetrics = @perfMetrics
                   and Recipe = @@recipe;
```