Wrong. A few years ago, I scientifically(Or as close as you can get with a 2D Run and Gun Platformer from 1998) proved that Lori is serverely handicapped compared to Jazz and Spaz. I also proved that Jazz has many benefits that Spaz does not even come close to matching(Jazz jumps several times farther than Spaz, and jumps slightly higher). So actually, Lori is the worst option.
Although, each character has their own benefits, and there are many different situations for each character that make them better than the others, so really, none of them are the best, or the worst. It just depends on your play-style. Although, I strongly disadvise using Lori due to bugs.
So, really, There is no best or worst character. Just choose whichever one best suits the way you play.

tl;dr: Lori is fine online if she fits your play-style.