Alex Rosenberg added 15 points, Luke Petrasek had 13 and Grant Mullins 10 for Columbia (2-2), which shot 58 percent from the field on 48 attempts and controlled the glass 36-24.
Lo's back-to-back 3s in the second half tied and then broke Columbia's all-time record for 3-point field goals made in a career, giving him 190 to surpass the 189 set by Matt Shannon (1985-89).
The Lions broke away in the first half with a 9-0 burst capped by a 3-pointer from CJ Davis to make it 22-12 and they continued to pull away, carrying a 19-point advantage into the intermission. The margin stayed at double digits the rest of the way.
Tim Kempton led Lehigh (0-4) with 20 points and seven rebounds, and Jesse Chuku added 14 points.