3 underwater UFO light objects sighted off the coast of Mexaco near Cozumel.I was approx. 30 mi. off the coast of Mexaco (between Mexaco and Cuba). It was 0300 Mexaco time. I looked out of the port hole in my state room and saw 3 what appeared to be lights in a straight line just below the water surface. I made sure all the lights in my state room were off because I wanted to eliminate any reflections. They were keeping pace with the ship and right below my port hole window. After approx. 10 min. they began to head away from the ship as if to go around the bow. I was on the starboard side of the ship and we were headed north by north/east. They headed tword the horizon at 45degrees away from the ship and they were still under water. As they got closer to the horizon I lost sight of them. I continued to look tword the direction they were headed. All of a sudden I saw three lights above the horizon and they were going straight up. They continued to climb straight up for I would say approx. 5000' or 10,000' then they did a hard 90degree left turn parallel the horizon. When I saw then turn the first thing that crossed my mind was "come back". When I thought this the three lights (in a straight line) reversed direction at a very rapid speed. The lights then formed a perfect triangle as they appeared to gain altitude from the previous turn. They dissapeared after making the triangle pattern. The time between the hard left turn, and the triangle dissapearing was approx. 25 to 30 seconds. The total time I saw these lights was 25min.