Betty Stove at Wimbledon in 1977 lost the final of all three events.
Borg never won the US Open; lost two finals to Connors and two to McEnroe then lost his motivation and retired.
However, in terms of sadnesss, the bridesmaids who never had success elsewhere are a different category to a Lendl or Borg, whose failure in one event was offset by winning tons elsewhere and being recognized as No. 1 overall. Jimmy White's pain is surely far greater than Lendl's, for example, because the Crucible title is the one that is viewed as the true measure of achievement, and there's an (unfair but unavoidable) implication that he choked, whereas Lendl was just outgunned on a surface that favoured bigger servers and volleyers, the exception to the surfaces that were used the rest of the year (and different to today's Wimbledon surface, which he'd probably have won on).
Borg never won the US Open; lost two finals to Connors and two to McEnroe then lost his motivation and retired.
However, in terms of sadnesss, the bridesmaids who never had success elsewhere are a different category to a Lendl or Borg, whose failure in one event was offset by winning tons elsewhere and being recognized as No. 1 overall. Jimmy White's pain is surely far greater than Lendl's, for example, because the Crucible title is the one that is viewed as the true measure of achievement, and there's an (unfair but unavoidable) implication that he choked, whereas Lendl was just outgunned on a surface that favoured bigger servers and volleyers, the exception to the surfaces that were used the rest of the year (and different to today's Wimbledon surface, which he'd probably have won on).
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