You can choose to decompose total P&L for a holding into:
Realised P&L, which is gain/loss from transactions during a window.
Unrealised P&L, which is the change in unrealised gain/loss during a window.
Note: Alternatively, you can decompose total P&L into holding and trading gain/loss. These different methodologies are not intended to be mixed in the same valuation report.
You can decompose total P&L in holding currency using the following metrics:
ProfitAndLoss/TotalProfitAndLoss/Total/MarketProfitAndLoss/Realised/MarketProfitAndLoss/Unrealised/Market
ProfitAndLoss/Total/Other
Note: LUSID classifies P&L from carry activity, amortisation and accrual as
Other. Note carry activity is only reported if transaction types have explicitCarryorCarryAsPnlmovements.
You can decompose total P&L in portfolio currency using the following metrics, to understand the impact of exchange rate fluctuations between holding and portfolio currencies. Note market gain/loss includes cross gain/loss:
ProfitAndLoss/Total/PortfolioCcyProfitAndLoss/Total/Market/PortfolioCcyProfitAndLoss/Realised/Market/PortfolioCcyProfitAndLoss/Unrealised/Market/PortfolioCcy
ProfitAndLoss/Total/Fx/PortfolioCcyProfitAndLoss/Realised/Fx/PortfolioCcyProfitAndLoss/Unrealised/Fx/PortfolioCcy
ProfitAndLoss/Total/Other/PortfolioCcy