Champions League matches are always different, every club will try to impress because it's the most prestigious competition, while for LaLiga it's important but they can catch up when they're behind. I believe Real Madrid can get back on level terms later in LaLiga.
I've never doubted Real Madrid in the Champions League and it's true that they have a winning mentality that other clubs don't have, the players carry a bit more ambition in UCL matches even when last season they were a goal down to Bayern Munich but Real Madrid could turn it around to win.
La Liga is also important, but you are right, with so many games to play, they can catch up and they have proven that in previous seasons.
Talking about UCL, as I recall, when the trio of Ronaldo, Benzema and Bale were still playing for Real Madrid, they were behind on aggregate in UCL several times in the last few seasons when it was still using the old format, but Real Madrid were always able to turn things around and advance to the next round, there were many crucial moments shown there. This proves that Real Madrid's mentality is beyond doubt, another thing is that if Real Madrid reaches the final, they never lose. "The UCL trophy as if to be made only for Los Blancos", although the words I wrote are exaggerated, but I feel that, is there anyone here who feels the same way?
See how the bookies continue to favor Real Madrid as champions this season, every generation of Madrid players is never lacking they always have young players whose talents are quite high and this is what Real Madrid has.
Trophies are made to look like they are for Real Madrid? Obviously you see how Real Madrid has 15 trophies while other teams are still far from surpassing it, and we know that every season Real Madrid never subsides in the title race, they are always a challenger and that is what opponents fear the great mentality that the Madrid squad has.