Text and one-pixel interface edges expose lossy artifacts earlier than photographic detail does.
A mixed screenshot can favour lossy when a large photo dominates the pixel area, so compare real outputs.
Resize to the largest size the image will actually be shown before judging either compression mode.
The full explanation
"Lossy is smaller, lossless is bigger" is a reasonable rule of thumb that is wrong often enough to matter. Which one wins depends on what is in the image, not on which mode sounds more aggressive — and for screenshots, logos, charts and diagrams the lossless encoder frequently produces the smaller file *and* the perfect one. Read the complete guide for the reasoning, examples and definitions behind this answer.