What is a reference portfolio?

Learn about how to manage indexes and blended benchmarks in LUSID.

A reference portfolio in LUSID allows the storage of a portfolio which contains a set of constituent instruments and weights which can change over time.

These instruments can be securitised portfolios which contain other reference portfolios, allowing a blended benchmark to be represented in LUSID. The reference portfolio can be configured to automatically float the weights of the underlying indices (the securitised reference portfolio constituents) so that they move in line with the movements of the index. Further, the configuration can define a "cycling frequency" where the weights of the underlying indices are automatically reset to the starting weight on a regular basis.

Reference Portfolio