To some extent we do.
The question is a bit deeper than that for me though.
There is genuine good fortune that we have no influence over that gives us an advantage others don't have, that is nothing to do with who we are and what we have done. Example, I am a white British male, mid 30s, my parents are not rich but were able to feed me, keep me well dressed and provide a roof over my head....none of which I have influence over but all of which have given me an advantage over some others. Generally I have not been discriminated against, so against those that have and, in some cases, continue to be discriminated against I am lucky but it's nothing I've done to generate that luck.
Then there is perceived luck. I am where I am today because of hard work, making tough decisions, sacrifices, making mistakes and because I have taken time to listen to endless people about their views and experiences. People might think I'm 'lucky' but in the 2nd example it is luck I have made for myself with help from others.
So there is an element of both in my view, to be lucky, you have to get yourself in a position where you can be lucky... some of that we control, some of it is pure chance!