WASHINGTON — It’s one thing to take a lead, and another to keep it. The Lightning proved that against the Blues on Wednesday, then again against the Capitals on Friday.They went into the third period with a two-goal lead but couldn’t hold on to it against a team as skilled as they are.“I think we need to do a better job just winning games,” forward Alex Killorn said after a 4-3 overtime loss. “We’re going to be in a lot of these tight games. That’s a great team over there, but we have to do our best to come out of these games with a win.”Killorn had been asked about what the Lightning (12-8-3) did well. They did largely play a good game. But breakdowns cost them, particularly a turnover and a penalty in the third period, which the Lightning entered with a 3-1 lead. Those loomed larger in Killorn’s mind.No lead is comfortable against the Capitals, but a two-goal lead could have been enough to earn a win. Coach Jon Cooper called that third-period turnover and penalty self-inflicted wounds.“We had our chances,” he said. “But you can’t sit here and say, ‘We had really good chances and didn’t bury them.’ It’s just you’ve got to do a better job of keeping the puck out of the net, and in the third, we didn’t.”The Lightning had held the Capitals to one goal on 19 shots through the first two periods. Then they gave up three on 16 shots in the third and overtime.Brayden Point, who scored a power-play goal in the first period to give the Lightning a 1-0 lead, felt things start to shift after the Capitals scored early in the third period to make it 3-2. The Lightning turned the puck over getting out of their zone, and Jakub Vrana turned it into a goal.He beat Andrei Vasilevskiy so cleanly that he was the only one to react at first, the arena taking a couple of beats before erupting. Vrana placed his shot near side, and Vasilevskiy slid over to the post, extending his pad. It looked like a routine save. But Vrana raised his arms in celebration and the official pointed to the net, signaling a goal.Vrana got a little confused for a moment when no one else reacted. Lightning defenseman Victor Hedman said he saw the puck in the back of the net and was just waiting for everyone else to catch on.Killorn, who scored late in the second period to make it 3-1, said that goal brought the Capitals back into the game but he didn’t really think the momentum shifted.Maybe that happened when the Capitals tied the score with 8:24 to play. The Lightning had almost killed off Nikita Kucherov’s holding penalty. But Alex Ovechkin, the leading active scorer against the Lightning, struck with 10 seconds left in the advantage, with a rocket of a one-timer from the top of the left circle.“That’s what he does,” Cooper said. “He sits out there for the two minutes and waits for his chance, and there’s reason he’s got 675 goals, because he can shoot it.“We thought we defended it well. (Jan Rutta) had a huge block on (Ovechkin) earlier. We were just a little late getting over, and he got us.”Having come so close to killing that penalty and instead ended up looking at a tie score can take some wind out of a team. The Lightning wasn’t out of it, and they forced Braden Holtby to make some impressive saves to keep the score tied. But a goal like that hurts.The Lightning didn’t get a shot in overtime. The Capitals had three, the last one a wrist shot from Dmitry Orlov that got past Vasilevskiy.“We’ve played St. Louis and Washington the last couple games here,” Cooper said. “They’re two of the top teams in the league, and we’ve liked our game. It’s just unfortunate we’ve only gotten one point out of the four (available).”In both games, the Lightning were ahead — they had a brief one-goal lead in the second period against the Blues — and they couldn’t protect either one.First Period—1, Tampa Bay, Point 9 (Hedman, Kucherov), 18:50 (pp). Penalties—Eller, WSH, (interference), 8:17 Panik, WSH, (high sticking), 17:54.Second Period—2, Tampa Bay, Sergachev 3 (Shattenkirk, Kucherov), 4:28. 3, Washington, Kuznetsov 11 (Oshie, Vrana), 5:17 (pp). 4, Tampa Bay, Killorn 6 (Kucherov, Point), 18:48. Penalties—Sergachev, TB, (interference), 4:51 Kuznetsov, WSH, (roughing), 8:47 Gourde, TB, (roughing), 8:47 Panik, WSH, (roughing), 13:13.Third Period—5, Washington, Vrana 12 (Oshie), 3:45. 6, Washington, Ovechkin 17 (Boyd, Orlov), 11:36 (pp). Penalties—Ovechkin, WSH, (interference), 5:19 Kucherov, TB, (holding), 9:46.Overtime—7, Washington, Orlov 2 (Oshie, Kuznetsov), 3:03. Penalties—None.Shots on Goal—Tampa Bay 7-14-9_30. Washington 14-5-13-3_35. Power-play opportunities—Tampa Bay 1 of 4 Washington 2 of 2. Goalies—Tampa Bay, Vasilevskiy 9-7-0 (35 shots-31 saves). Washington, Holtby 12-2-4 (30-27). T—2:41. Referees—Kelly Sutherland, Ian Walsh. Linesmen—Shandor Alphonso, Devin Berg.