There are a few reasons why you could lose water in your pool over the winter:
It is possible that you could have a leak in the liner.
The winter cover could have a hole in it, and as you pump the water off of the cover you are actually pumping out the pool water.
The most common is the weight of the snow, ice and water on top of the cover pushing down on the water in the pool and forcing the water out over the pool sides.
We highly recommend a solid safety cover to help prevent this problem from reoccurring.