Certainly not a native or natural migrant! It's a Blue Morpho which naturally occur in Central + South America but are very popular in butterfly houses. Maybe this came from the one in South Kensington? I believe there is a fad for releasing butterflies at some weddings with Painted Ladies + I believe Monarchs, though it would be illegal to release a non-native species such as yours. Must have been quite a shock to see something like this in central London!