A composite portfolio is a transaction portfolio that has a special kind of relationship with one or more other (constituent) transaction portfolios.

LUSID can perform complex operations on a composite portfolio, such as aggregating performance return from all its constituent portfolios in order to calculate overall performance. For a worked example of creating a composite portfolio, see this Jupyter Notebook.

To create a composite portfolio, you require a special license. This license enables you to create a relationship between the composite and each constituent portfolio using the built-in CompositeMembership relationship definition.

For more information, and to see how to acquire this license, contact Technical Support.