It has seemed to me that the 2011 Nationals are a team that doesn't deal well with prosperity - by which I mean that having a big lead early is no guarantee of success for the Nationals. That's true of all teams, of course; everyone hacks up a furball of a game now and then. The key there: now and then. Was it more than that for the Nationals? I went back through their games to see. This is easier than you might think; the Nationals don't score four runs that often, only doing so in 51 of their 101 games so far. Since you have to score four runs to ever have a four run lead in a game, that meant I didn't even have to look at about half the games. I also discounted four run leads that occurred in the 9th inning or later - it's harder to blow a four run lead when the game is essentially over when you take the lead.
With those criteria, I found that, if the Nationals take a four run lead before the 9th inning, they are (as one would expect) more likely than not to win. Their record in such games is 12-7, a .631 winning percentage (although they nearly lost several other games; on 6/5 led 4-0 in the 8th, blew the lead, and still won 9-4 in the 11th (don't mess with the Nats in the 11th). The flip side is that, even if the Nationals have a big lead, they've failed to hold it 36.9% of the time.
I'll leave it to others to figure out whether this is above or below the league average winning percentage in games where the team had (at some point before the 9th inning) at least a four run lead. I'd be really surprised if it wasn't considerably below league average, but I'm not going to look at all the MLB box scores and figure this out. What I will say is that the reason it hurts for Nats fans is that the Nationals have lost three games in a row where they had at least a four run lead at some point in the game: yesterday against the Dodgers; a week ago against the Braves, and (most spectacularly) on July 7 when they lost the game after having an 8-0 lead. Yes, they've done it once a week this month despite skipping a few games due to the ASB. And that, ladies and gentlemen, is very hard to do.
If you're curious, the 19 games where the Nationals led by four or more runs at some point before the 9th:
April 6: Led Marlins 4-0 in the 5th; lost 7-4.
April 8: Led Mets 6-2 in the 8th; won 6-2.
April 12: Led Phillies 5-1 in the 5th; won 7-4.
April 17: Led Brewers 7-2 in the 6th; won 8-4.
April 20: Led Cardinals 7-0 in the 3rd; won 8-6.
May 10: Led Braves 4-0 in the 4th; won 7-6.
May 12: Led Braves 5-1 in the 6th; lost 6-5.
May 15: Led Marlins 6-0 in the 1st; won 8-4.
May 20: Led Orioles 12-5 in the 5th; won 17-5.
May 24: Led Brewers 6-2 in the 4th; lost 7-6.
May 31: Led Phillies 5-0 in the 3rd; won 10-2.
June 2: Led Diamondbacks 4-0 in the 5th; won 6-1.
June 5: Led Diamondbacks 4-0 in the 8th; won 9-4* (blew lead, won in 11).
June 6: Led Giants 4-0 in the 3rd; lost 5-4.
June 15: Led Cardinals 5-0 in the 4th; won 10-0.
June 17: Led Orioles 8-4 in the 8th; won 8-4.
July 7: Led Cubs 8-0 in the 4th; lost 10-9.
July 17: Led Braves 6-2 in the 5th; lost 9-8.
July 23: Led Dodgers 6-2 in the 3rd; lost 7-6.