Why do i always lose after gaining a substantial advantage?

In my last games I have gained an advantage in all of them that should be decisive but for some reason I dont convert it into a win. I can be +5 and slowly lose my grip of the game and get low on time and play poorly. What is the best way I can improve my conversion rate because it really feels bad going into an endgame knowing that I will most likely start playing poorly from what I consider above average play at my rating. It also makes me drop in rating which of course is frustrating. 

Have you considered studying endgames?

This was your last game. You had a nice advantage but only 34 seconds left on your clock.

You didn't lose on time but you didn't have much time left to find good moves.

One approach is not to push for the win. As soon as you have a material advantage look to constrain your opponents counterplay. See where you can reduce the activity of their pieces, trade off their best pieces, or create another threat that may force them to make passive moves. Also after exchanges that win you material sometimes some regrouping or maneuvering is necessary, or some weaknesses in your camp were created that need dealing with, pawn structures need fixing etc. This is often my approach, I spend a few moves tightening everything up and look at whether I need a new plan based on carefully trading into an endgame.