Pretty sure they don't do that for you, and with good reason (from their point of view, that is):
If there was a button you could click on that told you how much you'd lost that session, or this month, or this year, or whatever, you might actually stop and think about what you're doing for a minute. And then you might do the unthinkable and stop gambling. Which means less rake for the site.
It's like Full Tilt's cartoon look and avatars and stuff - designed to take your mind off the fact that you're gambling with real money