Leeds captain Kevin Sinfield is confident his side can kick their losing habit at Wembley on Saturday.
The Rhinos are in danger of making history by completing a hat-trick of Carnegie Challenge Cup final defeats when they take on firm favourites Warrington.
"Finals for me are all about playing well and the team that plays the best wins. So far, for whatever reason, we've not been good enough," Sinfield said.
"I don't have any excuse or reason for that, I just hope that on Saturday we put in our best performance of the year and, if we do that, we give ourselves a great opportunity."
Along with St Helens, Leeds have become the most successful club in Super League with five Grand-Final wins in the last eight years but they have lost in five Challenge Cup finals since enjoying their last triumph in 1999.
The Rhinos are appearing in their 23rd Challenge Cup final - only Wigan with 29 have a better track record - but they are aiming to avoid being the first club to suffer three consecutive final defeats at Wembley. Hull lost in three successive finals from 1908-10 but that was well before the game was moved to Wembley.
Leeds were already underdogs before the loss of influential half-back Danny McGuire with a knee injury and Sinfield admits the England international is irreplaceable.
Coach Brian McDermott has the option of switching Rob Burrow to his old scrum-half spot and starting Shaun Lunt at hooker, but he is also tempted to start with 18-year-old utility man Stevie Ward - the youngster dubbed "the new Kevin Sinfield" - alongside the real thing.
"I don't think we can replace Danny," Sinfield said. "I don't think there's another player in the competition who can give us what Danny gives us.
"What we have to do is try to find something a little bit different. Whether that's Stevie or Rob, I'm not sure at this stage, but hopefully we can be good enough on the day."