Place several small plates or saucers in the freezer.
Wash the citrus well under warm running water. Cut the lemons and orange in half lengthwise. Cut each half into 1/8-inch segments, lengthwise. Pluck out any exposed membrane and remove the seeds.
Measure the cut citrus. You should have 2 1/2 cups, but if you have less, use the same volume of water and sugar as you have citrus. (If there are only 2 cups, for example, use 2 cups water and 2 cups sugar.) Place the citrus and the same volume of water into a large, heavy-bottomed pot. Bring to a boil over medium-high heat. Cook until the peels are very soft and fully cooked, about 20 to 30 minutes.
Add the sugar to the pot, stir to combine. Turn the heat up to high and bring back to a boil. Lower the heat to medium and let the marmalade simmer until set. It should take about 20 to 30 minutes, but start checking after 15 minutes to see if it is set by spooning a little onto a chilled plate from the freezer. If it looks like jam and not runny syrup, it’s ready. (If you want to use a candy thermometer, you are looking for 222 degrees.).
Allow marmalade to cool to room temperature before serving. Store leftovers in the refrigerator and use within a month.