diff --git a/homeassistant/components/recorder/__init__.py b/homeassistant/components/recorder/__init__.py
index 8ac610f1bcf..0ed5c3126b7 100644
--- a/homeassistant/components/recorder/__init__.py
+++ b/homeassistant/components/recorder/__init__.py
@@ -166,6 +166,7 @@ class Recorder(threading.Thread):
                 migration.migrate_schema(self)
                 self._setup_run()
                 connected = True
+                _LOGGER.debug("Connected to recorder database")
             except Exception as err:  # pylint: disable=broad-except
                 _LOGGER.error("Error during connection setup: %s (retrying "
                               "in %s seconds)", err, CONNECT_RETRY_WAIT)
diff --git a/homeassistant/components/recorder/migration.py b/homeassistant/components/recorder/migration.py
index 09c5e9837c3..0fac32bdec7 100644
--- a/homeassistant/components/recorder/migration.py
+++ b/homeassistant/components/recorder/migration.py
@@ -36,25 +36,34 @@ def migrate_schema(instance):
             _LOGGER.info("Upgrade to version %s done", new_version)
 
 
-def _apply_update(engine, new_version):
-    """Perform operations to bring schema up to date."""
+def _create_index(engine, table_name, index_name):
+    """Create an index for the specified table.
+
+    The index name should match the name given for the index
+    within the table definition described in the models
+    """
     from sqlalchemy import Table
     from . import models
 
-    if new_version == 1:
-        def create_index(table_name, column_name):
-            """Create an index for the specified table and column."""
-            table = Table(table_name, models.Base.metadata)
-            name = "_".join(("ix", table_name, column_name))
-            # Look up the index object that was created from the models
-            index = next(idx for idx in table.indexes if idx.name == name)
-            _LOGGER.debug("Creating index for table %s column %s",
-                          table_name, column_name)
-            index.create(engine)
-            _LOGGER.debug("Index creation done for table %s column %s",
-                          table_name, column_name)
+    table = Table(table_name, models.Base.metadata)
+    _LOGGER.debug("Looking up index for table %s", table_name)
+    # Look up the index object by name from the table is the the models
+    index = next(idx for idx in table.indexes if idx.name == index_name)
+    _LOGGER.debug("Creating %s index", index_name)
+    index.create(engine)
+    _LOGGER.debug("Finished creating %s", index_name)
 
-        create_index("events", "time_fired")
+
+def _apply_update(engine, new_version):
+    """Perform operations to bring schema up to date."""
+    if new_version == 1:
+        _create_index(engine, "events", "ix_events_time_fired")
+    elif new_version == 2:
+        # Create compound start/end index for recorder_runs
+        _create_index(engine, "recorder_runs", "ix_recorder_runs_start_end")
+        # Create indexes for states
+        _create_index(engine, "states", "ix_states_last_updated")
+        _create_index(engine, "states", "ix_states_entity_id_created")
     else:
         raise ValueError("No schema migration defined for version {}"
                          .format(new_version))
diff --git a/homeassistant/components/recorder/models.py b/homeassistant/components/recorder/models.py
index 4bc044a51bd..ce42ba187c2 100644
--- a/homeassistant/components/recorder/models.py
+++ b/homeassistant/components/recorder/models.py
@@ -16,7 +16,7 @@ from homeassistant.remote import JSONEncoder
 # pylint: disable=invalid-name
 Base = declarative_base()
 
-SCHEMA_VERSION = 1
+SCHEMA_VERSION = 2
 
 _LOGGER = logging.getLogger(__name__)
 
@@ -66,13 +66,16 @@ class States(Base):   # type: ignore
     attributes = Column(Text)
     event_id = Column(Integer, ForeignKey('events.event_id'))
     last_changed = Column(DateTime(timezone=True), default=datetime.utcnow)
-    last_updated = Column(DateTime(timezone=True), default=datetime.utcnow)
+    last_updated = Column(DateTime(timezone=True), default=datetime.utcnow,
+                          index=True)
     created = Column(DateTime(timezone=True), default=datetime.utcnow)
 
     __table_args__ = (Index('states__state_changes',
                             'last_changed', 'last_updated', 'entity_id'),
                       Index('states__significant_changes',
-                            'domain', 'last_updated', 'entity_id'), )
+                            'domain', 'last_updated', 'entity_id'),
+                      Index('ix_states_entity_id_created',
+                            'entity_id', 'created'),)
 
     @staticmethod
     def from_event(event):
@@ -124,6 +127,8 @@ class RecorderRuns(Base):   # type: ignore
     closed_incorrect = Column(Boolean, default=False)
     created = Column(DateTime(timezone=True), default=datetime.utcnow)
 
+    __table_args__ = (Index('ix_recorder_runs_start_end', 'start', 'end'),)
+
     def entity_ids(self, point_in_time=None):
         """Return the entity ids that existed in this run.