  Magnetic frustration in three dimensions (3D) manifests itself in the
spin-$\frac12$ insulator Li$_2$CuW$_2$O$_8$. Density-functional band-structure
calculations reveal a peculiar spin lattice built of triangular planes with
frustrated interplane couplings. The saturation field of 29 T contrasts with
the susceptibility maximum at 8.5 K and a relatively low N\'eel temperature
$T_N\simeq 3.9$ K. Magnetic order below $T_N$ is collinear with the propagation
vector $(0,\frac12,0)$ and an ordered moment of 0.65(4) $\mu_B$ according to
neutron diffraction data. This reduced ordered moment together with the low
maximum of the magnetic specific heat ($C^{\max}/R\simeq 0.35$) pinpoint strong
magnetic frustration in 3D. Collinear magnetic order suggests that quantum
fluctuations play crucial role in this system, where a non-collinear spiral
state would be stabilized classically.
