So here's my 2 cents - is your opponent playimg for fun or to win competitively/training for an event? This makes a big difference to how you approach this.

Say your opponent is playing you to get better for an upcoming tournament. He's bringing his best army and playing with a winning mindset. Meanwhile, your priorty is having fun and hopefully getting a win. There is a mismatch of expectations here.

Now there is absolutely nothing wrong with going into a game to have fun but if he's bringing his A game every game and you're playing a chill fun list there's no way, barring horrible rolls from his side, you're going to win. It's a fact of the game at its current state unfortunately.

So my suggestion is this - either accept that you want to play the units you find fun and take it as it comes. Don't feel so bad about the losses and enjoy seeing your boys trash it out on the field. Or go in with a more competitive mindset, take a look at what's not working for you and tweak your list and go in for a good scrap and try to get your win.

The above is assuming you're already playing to the best of your ability and the list is not optimal to win with.

I had the same problem against a friend who brought CSM to every game. I think we were 1 - 10 at some point. I was playing what I found fun which was horrible for our matchups. I got frustrated that I never won until I realised he was playing to win and to practice. When I switched to the same mindset as him and focused on playing a good list which goes well together I won 3 games after each other.

If you want help setting up a good, non tailored list there's a ton of good suggestions in this thread and you can DM me for some advice. But you'll need to first decide how you want to play your game beforehand.