Nailing color on the first try is really tricky—ask anyone that has tried to brew an unambiguously red beer. You’ve really, really gotta nail your efficiency and volumes to pull off a red beer. To do it consistently is one of the most difficult tasks in brewing.
Why am I writing about red beers? They’re an extreme example of the importance that accurate volume and efficiency numbers play in achieving your target color.
Since you’re consistently lighter than your target, there’s a chance that you’re either starting with too large of a pre-boil volume or you’re not boiling off enough and winding up with a too large post-boil volume.
Really, this is just expanding upon what VikeMan was discussing above, but while he was looking at the mash tun, I’m looking at the kettle. Either could be right, but it’s more likely that both of our explanations are in play.
There’s a lot more to it than that, but I’ve been behind the wheel all day, I have a big Mexican dinner in my belly and I’m tired. I’m sure others will be willing to pitch in
Hope this was somewhat helpful.