Chain lube frequency has too many variables to say definitively how often you should do it. I live in dry conditions and use wax lubes that can go for weeks and weeks (probably up to 6) without needing to reapply. If I get caught in the rain, I'll apply lube as soon as the chain is dry. If you are riding a lot in the rain, you'll probably need to use something other than a wax lube and apply it more frequently. 3 weeks between application in wet conditions doesn't seem excessive and may even be too infrequent. The rule of thumb I use is to apply lube when the chain noise changes or when shifting seems to suffer.