In classical mechanics, Galilean covariance and the principle of relativity are completely equivalent and hold for all possible dynamical processes. In contrast, in relativistic physics the situation is much more complex. It will be shown that Lorentz covariance and the principle of relativity are not completely equivalent. The reason is that the principle of relativity actually only holds for the equilibrium quantities that characterize the equilibrium state of dissipative systems. In the light of this fact it will be argued that Lorentz covariance should not be regarded as a fundamental symmetry of the laws of physics.