CINCINNATI (AP) — Joe Burrow had a career day and the Cincinnati Bengals led by 10 points three times in the second half.

That still wasn’t enough.

The defense couldn’t stop Lamar Jackson and the Baltimore Ravens’ offense in a stunning 41-38 overtime loss that dropped the Bengals to 1-4.

“Putting up 30 points is something that we want to do on a regular basis,” Bengals wide receiver Ja’Marr Chase said. “Putting up 30 points and losing isn’t something we want to do.”

Burrow passed for 392 yards and a career-high five touchdowns, including two to Chase, who finished with 12 catches for 193 yards.

Baltimore led 14-9 in the second quarter when Cincinnati’s Sam Hubbard tackled Derrick Henry in the end zone for a safety. On the ensuing possession, Burrow hit Chase for a 41-yard touchdown and Chase Brown ran for a 2-point conversion to give the Bengals a 17-14 lead at halftime.

Cincinnati had second-half leads of 24-14, 31-21 and then 38-28 after a 70-yard catch and sprint by Chase with 8:54 left in the fourth quarter. Each time, Jackson and the Ravens responded to keep the pressure on the Bengals offense.

“My statement (earlier this week) rang true,” Burrow said. “Perfect is what we needed, but that’s not what we did.”

The Bengals did a good job controlling the Ravens’ top-ranked rushing offense, but Jackson threw for 348 yards and four TDs while running for 55 yards.

“We got it rolling on offense eventually, but so did they,” Burrow said

With five minutes remaining and the ball at the Bengals 6, Jackson scrambled back to the 20, shoved Hubbard to the turf and found Isaiah Likely in the corner of the end zone for the touchdown.

“They’ve got a great quarterback,” Bengals coach Zac Taylor said. “You have to be aggressive. He answered the bell, often. He’s strong. He’s athletic. He’s tough to bring down.”

Burrow’s one mistake was costly, an interception by Marlon Humphrey on a pass intended for Chase with 3:05 left that led to Tucker’s tying field goal at the end of regulation.

“Marlon’s a great player,” Burrow said. “He’s a smart, savvy player. Knows what we’re trying to do in that situation. He played it perfect.”

The Ravens were driving for a potential winning touchdown in overtime when Jackson fumbled the snap and Germaine Pratt recovered at the Ravens 37. But the Bengals couldn’t take advantage.

Brown ran three times for 3 yards and Evan McPherson’s 53-yard field goal attempt sailed wide after holder Ryan Rehkow mishandled the snap.

Burrow agreed with the Bengals’ conservative approach.

“I’m not going to second-guess that,” Burrow said. “We’re in field goal range. Yes, you want to get yards to make it easier on him. As good as their rush is, you always take a chance at getting sacked in that situation.”

After a relatively quiet afternoon, Henry followed McPherson’s miss with a 51-yard run to set up Justin Tucker’s 24-yard game-winner.

Henry had 14 carries for 41 yards and a TD before that run as the Bengals managed to keep the Ravens’ rushing attack in check.

What they couldn’t do was slow Jackson.

“That was the main thing, to stop the run,” Bengals cornerback Cam Taylor-Britt said. “That last one got out and that ended the game.”

And put Cincinnati in a big hole just five games into the season.

“We’re 1-4, so obviously something has to change,” Burrow said. “We’re not a championship-level team right now. I’d like to think we’ll come back and improve throughout the season to get to that point, but right now, we are not.”