It is fairly easy to make a portable version yourself. Download the installer and install (without miktex). Then copy the lyx folder to your usb-stick, download miktex portable and extract it to that folder. After that open lyx/Resources/lyxrc.dist and add ;$LyXDir\miktex\miktex\bin at the end of \path-prefix. Then start lyx from the lyx/bin folder and reconfigure (tools->reconfigure).
This should give you a more or less portable distribution. Everything works, but the settings are saved locally. I haven't found a way to store them on the usb stick. You'll need about 1GB of free space on your usb stick, but you can save 200MB when you delete the languages that you don't need from lyx/resources/thes and lyx/resources/dicts. Kind regards, Rick Blok