Charles H. Spurgeon on Psalms 136:3

The Lord of lords. The meaning of the title "Lord", as distinct from "Jehovah" and "God", is "Governor." And in this view also he is eminently entitled to praise and thanksgiving, in that his rule and government of the world are also eminently marked by "mercy" and "goodness": not the display of power only, but of power declared chiefly in showing mercy and pity: as again all subject to that rule are witnesses. Such is God in himself. Nor is it without intention that the doxology is threefold, indicating, doubtless, like the threefold invocation of the Name of the Lord in the blessing of the people (Nu 6:24-26) God in Trinity, "Father, Son, and Holy Ghost", as now fully revealed. —William De Burgh.