For the first time this season, the White Sox do not lead in a game as they are beaten by the Orioles, 6 – 2. The streak of being ahead in 37 straight games establishes a major league record from the beginning of a season and ties the 1934 Yankees and the 1942 Cardinals for the third-longest span in major league history.

On May 15, 2005 — For the first time this season, the White Sox do not lead in a game as they are beaten by the Orioles, 6 – 2. The streak of being ahead in 37 straight games establishes a major league record from the beginning of a season and ties the 1934 Yankees and the 1942 Cardinals for the third-longest span in major league history.

Source:
Baseball Reference May 15