The opener came in the third minute when Megan Rapinoe drove a low diagonal ball across the area and Lloyd timed her run to perfection, meeting the ball with a powerful, first-time drive past Japan keeper Ayumi Kaihori.
If Japan were shocked by conceding so early, they were utterly stunned when two minutes later Lloyd doubled the lead - again from a set-piece.
Again it was a low ball into the box, this time from a Lauren Holiday free-kick which the Japan defense failed to clear with the ball falling for Lloyd to gleefully slotted home.
Japan had barely time to regroup before they found themselves 3-0 down in the 14th minute when an awful attempted headed clearance from Azusa Iwashimizu fell to Holiday on the edge of the box, who blasted in a volley.
Two minutes later came one of the most remarkable goals ever witnessed in a Women’s World Cup when Lloyd, gathering the ball in her own half, saw Kaihori far off her line and shot from the half-way line with the scrambling Japanese keeper only able to touch the ball onto the post and into the net.