LONDON: Mauricio Pochettino urged Chelsea to "believe in the process" after Michail Antonio's superb strike and Enzo Fernandez's penalty miss condemned the Blues to a 3-1 loss against West Ham on Sunday.
After last weekend's 1-1 draw against Liverpool, Pochettino's side wasted a lively performance as they paid the price for sloppy defending and wasteful finishing at the London Stadium.
Antonio blasted West Ham's decisive second goal after half-time and Lucas Paqueta added a late penalty to leave Pochettino still waiting for his first Premier League win since taking charge in the close season.
Chelsea teenager Carney Chukwuemeka had scored an eye-catching first half equaliser to cancel Nayef Aguerd's early opener for West Ham.
But the turning point came when Fernandez's penalty was saved by Alphonse Areola just before the break.
Antonio netted soon after the interval and Chelsea couldn't respond despite Aguerd's dismissal for a second booking midway through the half.
Paqueta, reportedly the subject of an FA probe into betting breaches, applied the knockout blow in the final seconds.
"Teams like us, we need to get the right balance. I think there were a few actions we didn't manage well and we conceded," Pochettino said.
"We create many chances and should have won the game with our first half.
"It was the frustration when we miss the penalty. We were playing well and we didn't get the reward.
"Disappointed but this is only the beginning. We need to believe in the process."
Dating back to last season, Chelsea have won just five times in 31 league matches, while their only victory in their last 14 top-flight games came at Bournemouth in May.
They have also lost four successive top-flight London derbies for the first time since 1990.
Much of the blame for those dismal statistics lies with Pochettino's predecessors Graham Potter and Frank Lampard, who struggled through a turbulent campaign that ended with Chelsea's lowest finish since 1996.
Pochettino has been tasked with cleaning up the mess, but despite recent signings of Moises Caicedo and Romeo Lavia taking Chelsea's total spending under owner Todd Boehly to more than £850 million ($1.08 billion), the squad remains a work in progress.
Putting his faith in a largely youthful team is a gamble from Pochettino, whose side's lack of experience was exposed in the seventh minute.
James Ward-Prowse's corner was whipped to the far post, where Morocco defender Aguerd easily evaded Conor Gallagher and Chukwuemeka to nod home from six yards.
Dominating possession after that setback, Chelsea deservedly drew level in the 28th minute.
Kurt Zouma miscued a weak clearance and Chukwuemeka cleverly shifted the ball away from Tomas Soucek before smashing a fine finish into the far corner from 12 yards.
Chelsea were in command and Raheem Sterling's driving run won them a 42nd minute penalty after the winger was sent tumbling by Soucek's clumsy tackle.
But Areola plunged to his right to make a superb save from Fernandez's tentative spot-kick, denying the Argentine midfielder his first goal for Chelsea.
Antonio had just five touches in the first half but the West Ham striker made the most of a rare involvement in the 53rd minute.
Chelsea defenders Levi Colwill and Axel Disasi were bullied by Antonio, who took Ward-Prowse's pass and used his strength to manoeuvre into position for a ferocious strike that flashed past Sanchez from the edge of the area.
Debut to forget for Caicedo
With an hour gone, Ecuador midfielder Caicedo came on for his Chelsea debut after joining from Brighton for a British record fee of £115 million (USD 146 million).
Caicedo blazed over from a distance with one of his first touches in a Chelsea shirt.
Aguerd's 67th-minute red card, earned for a clumsy second booking when he chopped down Nicolas Jackson, handed Chelsea a potential lifeline.
But the visitors laboured to mount a response and Caicedo's debut to forget was complete when he fouled Emerson in stoppage time, conceding a penalty that Paqueta fired past Sanchez.