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.