I keep a notebook next to my computer with info on all my heroes. Couldn't play the game without it. And yes, this is one of the nerdiest things I've ever publicly admitted to.
Three columns: "Need to be leveled" (either them or their legendary), "Leveled but still have achievements to do" and "Done - XP & achievements". Column 3 grows very slowly but is oh so rewarding.
Every heroes gets notations next to their name for stuff I need to remember - "C" for passed Cosmic Trial, "L" for still needs their Limbo points, "R" for needs a relic pile, "U" for if I still need their Ultimate achievement (looking at you Blade), variations on "P" for status of their pet (none, need to be fed, need to be re-rolled, complete), etc
Do you do anything similar? If so, what's your system? If not, how do you ever know what's going on? I honestly don't know how I'd keep track of my roster and what my goals in the game are otherwise. Plus it's so satisfying to cross something off it.