Source

File: wp-includes/general-template.php

function wp_lostpassword_url( $redirect = '' ) {
	$args = array(
		'action' => 'lostpassword',
	);

	if ( ! empty( $redirect ) ) {
		$args['redirect_to'] = urlencode( $redirect );
	}

	if ( is_multisite() ) {
		$blog_details  = get_blog_details();
		$wp_login_path = $blog_details->path . 'wp-login.php';
	} else {
		$wp_login_path = 'wp-login.php';
	}

	$lostpassword_url = add_query_arg( $args, network_site_url( $wp_login_path, 'login' ) );

	/**
	 * Filters the Lost Password URL.
	 *
	 * @since 2.8.0
	 *
	 * @param string $lostpassword_url The lost password page URL.
	 * @param string $redirect         The path to redirect to on login.
	 */
	return apply_filters( 'lostpassword_url', $lostpassword_url, $redirect );
}