Complex sentence: The Thunder have made it to the NWHL Championship Cup game three times, but has been defeated each time; first by the Beatrice Aeros in 2002, then by the Calgary Oval X-Treme in 2004, and finally by the Montreal Axion in 2006.
Split into simpler sentences: The Thunder have made it to the NWHL Championship Cup game three times, to be defeated each time. First by the Beatrice Aeros in 2002, then by the Calgary Oval X-Treme in 2004, and finally by the Montreal Axion in 2006.