Angela and David Cockburn, 48 and 49, their daughters Carley Ann, 21, Bethany, 18, and Bethany's one-year-old daughter Lacie, died on the A18 near Grimsby in April 2013.
A coroner and the relatives visited the scene as part of an inquest, which opened at Cleethorpes Town Hall.
The family, from Ouston in County Durham, were travelling to Skegness.
They were on their way to a dance competition when their car collided with a lorry in Laceby.
Addressing the inquest, Dean Cockburn, Carley and Bethany's brother, said: "They were just sisters, like best friends really.
"Carley used to keep us right, Bethany was my little sidekick."
Reading a statement about his parents Angela and David, he said: "Both my parents were totally devoted to each other.
"They both doted on Lacie, especially my father. She was very much the apple of his eye."
The inquest continues.
Relatives of a family who were killed in a crash in North East Lincolnshire have visited the site of the collision.