Anderlecht struggled to find its rhythm at the Stadium of Light, where the Champions League final will be played, and consistently sent long passes down to Matias Suarez on the right flank.
Oscar Cardozo twice tested Proto, and Djuricic shot just past the post as the Lisbon team overwhelmed Anderlecht's defense in the opening period.
Anderlecht was sharper after halftime, with a pair of efforts from Aleksandar Mitrovic and the irrepressible Suarez forcing Artur to dive quickly to his right.
Cardozo was a constant menace for the defense, though, and narrowly missed with a 70th-minute chance inside the Anderlecht area.