How to list Custom Taxonomy

Something like this should do the job:

<?php 
    $terms = get_terms('YOUR-TAXONOMY');
    if ( $terms ) :
?>
<ul id="portfolioFilter">
    <li class="filter" data-filter="all">All</li>
    <?php foreach ( $terms as $term ): ?>
    <li class="filter" data-filter="<?php echo $term->slug; ?>"><?php echo esc_html($term->name); ?></li>
    <?php endforeach; ?>
</ul>
<?php endif; ?>