Chandler Stephenson scores the winning goal in overtime for the Vegas Golden Knights in a 3-2 win over the Dallas Stars in Game 2 of the Western Conference final Sunday in Las Vegas. Sam Morris/Associated Press

LAS VEGAS — A slashing penalty in the first period and a retaliatory cross check in the second not only sent Vegas’ Chandler Stephenson to the penalty box twice, but resulted in a conversation with Coach Bruce Cassidy in the second intermission.

“Let’s not let our egos get in the way of having success,” Cassidy told Stephenson. “It’s playoffs. You deal with it.”

He did just that. Stephenson jumped on a rebound 1:12 into overtime and hit the back of the net to complete a rally and give the Golden Knights a 3-2 victory over the Dallas Stars on Sunday for a 2-0 lead in the Western Conference final.

Stephenson, Jonathan Marchessault and Mark Stone each had a goal and an assist for Vegas, and Adin Hill stopped 26 shots.

Miro Heiskanen and Jason Robertson each scored for the Stars, and Ryan Suter had two assists. Jake Oettinger made 21 saves.

Game 3 is Tuesday in Dallas.

Teams that have won the first two games in the series preceding the Stanley Cup Final have advanced 91% of the time, one of the few times the odds have been in the Knights’ favor. They have gone against the usual paths to victory during the NHL playoffs by going 7-3 when the opponent scores first and posting eight comeback wins.

Dallas led 1-0 and 2-1 before Marchessault forced overtime with a shot from the slot with just 2:22 left in the third period. He banged home the goal after a sensational no-look pass from Jack Eichel, who took advantage of a turnover by Suter.

“After that, it was like, ‘All right we’re back in this,’ and I think we have that belief that we’re not going to lose,” Stephenson said.

The Stars have found overtime to be a no-win proposition. They are 0-4 in OT games this postseason, the fifth team to lose that many. All four games of the conference finals have gone to overtime, the first time in NHL history that has occurred.

“I thought we did a bunch of really good things, fixed a lot of things from Game 1,” Stars Coach Peter DeBoer said. “I thought Jack Eichel and Marchessault make a big-time play there to tie it, and we respond. Our chance in overtime was as good or better than theirs. We’ve just got to stick it in the net.”

Each team took advantage of funky bounces to score in the first period.

Heiskanen scored just 2:47 into the game for the Stars, the puck hopping over Hill. Vegas evened the score at 10:08 when the puck went off Dallas defenseman Esa Lindell’s skate and Stone buried the 5-on-3 power-play goal that came off an usual double penalty on the Stars – their only two infractions.

Robertson scored for the second game in a row when he knocked in a rebound on a power play at 9:21 of the second period to put Dallas back in front. That goal rewarded a Stars defensive effort that allowed just 10 shots through the first two periods.

The Knights, however, picked up the pressure in the third period with 12 shots on goal, forced overtime, and then won it quickly in the extra session.

Stephenson capped what had been a difficult day with a shot he will long remember.

“I obviously need to keep my emotions a little more in check,” Stephenson said. “You never want to give a team with a good power play two good opportunities. It was nice to finish it off with that.”

BEST KNIGHTS TEAM?

The Knights are two victories from making their second Stanley Cup Final. Their other trip was in the Knights’ historic first season in 2018, and six players remain from the team known as the Golden Misfits.

“This year we have the best team we’ve ever had, not only on paper but the way we play,” said Marchessault, one of the Misfits. “I think that’s the biggest thing right now.”

The Knights have come close to returning to the championship round, twice making the semifinals. They also still are chasing the first title, having lost in five games to Washington in 2018.

“I think it slipped away from us that year,” Marchessault said. “I don’t want to think too far ahead. Right now, my head is in Game 3 in Dallas, and we’ll take it from there.”