Using the Rebalance dashboard

The Rebalance dashboard in the LUSID web app enables you to monitor your portfolio and perform the following activities:

• Rebalance according to:

  • Targets generated in comparison to a model portfolio

  • Targets generated using a particular analytic

  • An amount of cash to spend across positions

  • Targets you import from a CSV file

  • And much more; read more.

• Add new instruments to your portfolio

• Roll and unwind Future instruments

• Generate orders to actualise your rebalance

You can type directly into certain cells on each row to manually adjust the position:

Portfolio summary

Monitor your overall rebalanced portfolio value (PV), cash, holdings, breaches, and more in the Summary grid. The grid displays one row per portfolio.

Configuring Summary columns

You can customise the columns in your Summary grid by clicking the Configuration icon:
On the Configuration screen, click the icon to unhide or hide default columns. Note you can hover over a column name to see a description of how LUSID calculates its value:

You can click Add column to add the following:

• Queryable keys, displaying portfolio-level values for one or more queryable addresses (such as a metric)

• Properties from the DerivedValuation domain

• Special cash effect DerivedValuation properties, displaying the impact of any proposed orders on a cash bucket within the portfolio

To configure a cash effect property, you must decorate your desired DerivedValuation property with the PropertyDefinition/default/RebalanceCashValue property, and set the value to True. See how to add a property to a property type.

Note: Cash effect properties must have a Data Type value of Numeric and return values in the portfolio base currency. The column always displays the portfolio base currency, regardless of if you select an alternative Currency in the dashboard.

Upon adding your cash effect property and operation to the Summary grid, LUSID displays the following columns for you:

• Starting <DisplayName>

• Starting <DisplayName> %

• Final <DisplayName>

• Final <DisplayName> %

For example, imagine a portfolio uses sub-holding keys to segregate cash into different strategies. You could decorate the following derived valuation property Strategy B Cash with the RebalanceCashValue property:

In response to adding the property, with an Operation value of Sum, to the Summary grid, the grid displays the bucket amount:

• Prior to any proposed trades, as Starting Strategy B Cash Σ

• Prior to any proposed trades as a percentage of the total portfolio PV, as Starting Strategy B Cash Σ %

• Including the effect of any proposed trades, as Final Strategy B Cash Σ

• Including the effect of any proposed trades as a percentage of the total portfolio PV, as Final Strategy B Cash Σ %

Rebalancing across a selection of instruments

You can select the checkbox of one or more rows and use the Control Panel to perform a variety of rebalance operations. Read more.

Generating orders

The Rebalance dashboard suggests orders that you can choose to generate to meet your rebalance targets. Once generated, you can use the Order Blotter to place and monitor your orders. See how to generate orders.

Adding new instruments to a portfolio

You can add new instruments to your Rebalance dashboard and factor them into your rebalance targets. If you’re happy to proceed, the Rebalance dashboard suggests the orders you must generate to meet your rebalance targets.

Rolling and unwinding futures

You can use the Rebalance dashboard to manage your Future instrument expirations individually or in bulk. See how to roll or unwind a futures contract.