Not even Bill Murray can win them all. The “Lost in Translation” actor, 74, has admitted that he was “surprised” he lost the Academy Award for Best Actor to Sean Penn at the 2004 Oscars. Murray opened up about his defeat on Tuesday during an interview with Howard Stern for SiriusXM’s “The Howard Stern Show.”

Directed by Sofia Coppola, Lost in Translation starred Murray as Bob, an aging out-of-work actor who strikes up an unlikely kinship with married college grad Charlotte ( Scarlett Johannson) while abroad in Tokyo as they contemplate their futures and feelings of loneliness.

During a recent appearance on The Howard Stern Show, the great Bill Murray shared an interesting admission about the 2004 Oscars where he was nominated for Best Actor, thanks to his memorable performance in Lost in Translation.