Actually, we're both wrong. =)
Lincoln lost his first bid for statewide office (he came in 8th out of 13 candidates). He won his next election to the state legislature three times, then congress, then the state legislature again. He then (as I correctly noted before) won the popular vote agianst Douglas in his bid for the Senate in 1958, but lost it in the state legislature. He then won the Presidency in 1860.
Still, Keyes is hardly comparable.
Sorry.......he lost three times
1843 - Lincoln is unsuccessful in try for the Whig nomination for U.S. Congress
1855 - Does not get chosen by the Illinois legislature to be U.S. Senator.
1859 - Illinois legislature chooses Douglas for the U.S. Senate over Lincoln by a vote of 54 to 46.