Leonardo was on a mission with your parents, they work in the resistence too, while they were fighting with the Kraang, much later, when the fight was over, Leonardo noticed that you and your parents were no longer there, but he heard as if someone was crying nearby, in an alley, he approached and then found you crying in front of your parents, that the kraang had killed them, Leonardo knelt down and opened his arms for a hug to try to console you

...Come here little one...