Goggia won two downhill races and a super-G in the Canadian alpine resort.
After two big victory margins in downhill on Friday and Saturday, it became tight in the super-G on Sunday.
Lara Gut-Behrami's margin of victory remained at 0.11.
- I'm really happy with this win, the best of the three I won here in three days.
It is one of the best victories of my career, that I was able to switch from downhill to super-G, says Goggia according to Reuters.
Goggia lined up victories last season that were shortened after a knee injury in January.
Now the Italian has started all over again.
She is the reigning Olympic champion in downhill and has taken 14 World Cup victories.
Shiffrin happy for sixth place
Mikaela Shiffrin was 26th and 38th in the initial downhill races but was able to pick up several World Cup points in the super-G where she went in as sixth and tops the overall cup with 405 points.
- It felt good and it was nice to feel that I still have a feeling for super-G after no training at all.
It was a positive way to end the weekend.
It was a big disappointment after the downhill but I could not expect more.
I simply have to swallow my pride even if it was frustrating, says Shiffrin.
Lisa Hörnblad took world cup points in the downhill race by being 18th and 24th.
In the super-G she was without points as 34th.
The only one besides Vonn and Goggia who took the triple in Lake Louise is the German Katja Seizinger who did it in the 1997-1998 season.