A reference portfolio enables you to model an index such as the FTSE 100 or S&P 500 in LUSID. See how to create a reference portfolio.

Once created, you load constituents into the reference portfolio, each of which consists of a reference to an underlying instrument and a weight, which can optionally float and be automatically rebalanced on a regular basis.

Required reading: Loading constituents and rebalancing a reference portfolio.

Note the following:

  • LUSID does not store instruments themselves in a reference portfolio, but rather resolves constituents to instruments stored in the LUSID Security Master.
  • Constituents may themselves be securitised reference portfolios, enabling you to create a blended benchmark. For more information and a worked example, see this Jupyter Notebook.