Today, the jury of five women and seven men were shown a tape where Lundy was formally interviewed by Detective Inspector Stephen Kelly, which took place about six months after the murders.
They saw the raw emotion of Lundy as he was shown pictures of his dead wife and daughter.
He let out anguished cries as he saw their bodies, sobbed and told Mr Kelly he had ruined his life.
"God I hate you now, I really do," he told the officer.
Earlier in the interview, Mr Kelly also told Lundy there was a period of time unaccounted while he was staying in Petone, and unaccounted for petrol that equalled a return trip to Palmerston North.
"Do you think I killed them?" Lundy asked.
"Yes, I do at the moment," Mr Kelly replied. He then asked Lundy how he felt about that.
"Bloody terrible. I'm lost for words -- that has got to be the most heinous thought that I can think."
He could not explain why paint chips matching some of his tools, that were in a locked garage, were found near his daughter's head.
Lundy was asked whether he drove back to Palmerston North from Petone.
"I definitely did not return to Palmerston," he said.
The court also heard from Glenn Weggery's former flatmate who saw blood on a towel in his bathroom on the day he found his sister and niece dead in their home.
Joanne Ridley said on the morning the bodies were found she saw a small amount of blood on a towel in the bathroom that looked like it had been smeared on after someone had not washed there hands properly.
"It wasn't really concerning to me, it was a fleeting thought."
The last prosecution witness, Detective Senior Sergeant Warren Olsson was asked about one of the 82 initial suspects in the case - a man, with name suppression, who had worked with Mrs Lundy and suffered mental health problems.
He said the man's parents had vouched that he was in their home that night and was on anti-psychotic medication that had a sedative effect.
There was also a suggestion earlier in the trial the man had stalked a co-worker of Mrs Lundy's, but Mr Olsson said when they had contacted the woman, she said the man had never stalked her.
"There was no evidence whatsoever to suggest the man had anything to do with the murders," he said.
The trial continues.