Captain Dylan Larkin (15-25-40), who extended his point streak to five straight games with a power-play goal against the Coyotes, agreed.
"We were up, and we should have won that game," Larkin said. "We outplayed them. Just mental errors and lapses that went into the back of our net."
As the Red Wings look to snap a three-game winless streak, Lalonde said it's important for his players to achieve "small goals" that help paint a bigger picture.
"We always want as many points as games on a road trip," Lalonde said. "Three-game road trip, that's still right there for us to get three points in three games. You gotta stay at it. There's been parts of our game that have been really good."