Frank Lampard came on for the injured Ramires in the 24th minute and had a shot saved by Michel Vorm before providing the goal assist for Oscar's 43rd-minute opener after John Terry intercepted a long ball forward.
Lampard then notched from the spot after Juan Mata was pulled down by Leon Britton in the box to extend Swansea's winless run to six games.
Laudrup told Sky Sports: "I think the first 40 minutes, I don't recall any big Chelsea chance in front of goal.
"Of course you know when you play Chelsea, especially away, it's a great side, very talented players, especially the ones in the second line just behind the striker.
"But having said that, 40 minutes not suffering at all and then suddenly in five minutes losing a ball in the midfield, one, two, three (passes) and it's a goal and two minutes later a one-two and a penalty and another one.
"That was too much for us I think, one goal you can cope with that but two goals in just two or three minutes just before half-time, it was too much.
"We came out in the second half, we were still a little groggy in the first 10 minutes, they could have scored a third one, then we came back into the game.
"We played well until the last third but we just missed the last pass or the finish."