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DENVER -- They say the Stanley Cup is the hardest trophy to win. Well, it's also the hardest trophy to lose. When you've invested so much physically, mentally and emotionally for more than two months during the Stanley Cup Playoffs, you don't want it to go for naught.

Now consider the Tampa Bay Lightning entering Game 5 of the Stanley Cup Final at Ball Arena on Friday (8 p.m. ET; ABC, ESPN+, CBC, SN, TVAS), trailing the Colorado Avalanche 3-1 in the best-of-7 series, on the brink of elimination.

Their investment spans three seasons. They aren't just chasing the Cup. As coach Jon Cooper has said, they're chasing greatness, trying to become the first team to win the Cup three years in a row since the New York Islanders won it four consecutive seasons from 1980-83.

It's hard enough to win the Cup once. You never know how many chances you're going to get, especially in an era with the salary cap and parity. How many chances are the Lightning going to get to go for this?

"We have to go win a game," said Tampa Bay forward Pat Maroon , who is going for four straight championships himself, having won the Cup with the St. Louis Blues in 2019 before signing with the Lightning. "Right now our focus is on Game 5, and we have to go win. I mean, there's nothing really we can do."

[RELATED: Stanley Cup Final coverage | Stanley Cup Final schedule ]

Let's face it: The odds are against the Lightning. Teams down 3-1 in best-of-7 Cup Final series are 1-35. The only team to win was the 1942 Toronto Maple Leafs, who came back from down 3-0 against the Detroit Red Wings.

The Lightning are beaten up. They've been overmatched by the Avalanche's speed and special teams. Too often they've been surviving more than thriving, spending time in their zone, clogging lanes, blocking shots, flipping the puck out and watching the Avalanche come at them again.

Colorado's 3-2 overtime win in Game 4 at Amalie Arena on Wednesday was controversial because Tampa Bay felt center Nazem Kadri 's goal should not have counted because of too many men on the ice. But the Lightning were outshot 10-3 in OT.

"You can't pout about it," Cooper said. "You turn the page, move on and, like, let's go. So that mountain's a little bit higher. Well, at least we're still climbing. We're not out."

If the Lightning were going to roll over, they could have, would have, should have done it against the Toronto Maple Leafs in the Eastern Conference First Round. They were down 3-2 in the series and 3-2 in the third period of Game 6.

There would have been no shame in losing to the Maple Leafs, who had the fourth-best record in the NHL during the regular season. They could have puffed stogies by the pool and enjoyed a nice, long summer, knowing they'd go down as the second team in the cap era to win back-to-back titles after the 2016-17 Pittsburgh Penguins.

But they came back and won the series in seven games. In the second round they swept the Florida Panthers, who won the Presidents' Trophy as the top regular-season team in the NHL. Then they came back from down 2-0 in the Eastern Conference Final -- and 2-0 in the second period of Game 3 -- to defeat the New York Rangers in six games.

After going through all that, are they going to roll over now?

Cooper brought up the Toronto series at the airport in Tampa before flying to Denver on Thursday.

"What the hell's the difference?" he said. "We still have to go on the road and win a hockey game. We were going to have to win a game on the road regardless. We didn't have home ice. So why not tomorrow?"

The difference, the reason why not, is the Avalanche, of course. They've been the better team, they're 3-1 in closeout games and 7-2 at home.

But when you've won 11 straight series like the Lightning have, you think that way. You have to think that way in this situation.

If the Lightning win Game 5, however they do it, things will get interesting again. They'll be at home for Game 6. The Avalanche will feel pressure to avoid an anything-can-happen Game 7; the Lightning will feel an opportunity to add another layer to their legend.

"We're still in it," Maroon said. "Obviously it's a tough loss [in Game 4], but the good thing is we're still playing hockey. We haven't lost [the series] yet. It's the first one to get four wins right now, and we've got a little challenge in front of us. But if there's one team that can do it, it's this team."

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