Is it the rating off all the games played
It's a rating assigned by FIDE and unrelated to Lichess.
en.wikipedia.org/wiki/FIDEFide rating is the official rating given by fide.To get a FIDE rating you need to score at least one draw against at least 5 FIDE rated opponents in FIDE rated tournaments with a performance rating of at least 1000 over a period of not more than 26 months. To get a FIDE rating, all you need to do is play in a few FIDE rated tournaments.