The term P2P lending has fallen out of favor and been replaced by marketplace lending. If you only include LC data you will need to characterize your study as one about consumer marketplace lending. There are marketplace lending platforms for small business, student loans, real estate, etc. that are no doubt quite different.
You could make the hypothesis that consumer marketplace lending is a unique asset class in the MPT sense and prove or disprove that hypothesis. If that is true then quantify the benefits of including it in one's portfolio. Just a thought. Might make for an interesting academic paper that ties into much of what I presume you've been studying. However it may be a lager project than your coursework demands. Keep us posted on your progress whatever you chose.
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