Since your are not really saying that Tom is luckier than you, you would just say: "Tom is less lucky than me. He lost more money than me." Also usually when you use words like "less" or "more" to compare words, then you use "than" along with what you are comparing the object or person with. so for example if I am comparing two people make sure you have "than" somewhere after the "less" "I am great at gambling, but Tom is not. He is less lucky than me. However, I am more lucky than him. You could say I am luckier than most people. " I hope I explained this correctly, I am not a teacher but I am an English tutor and college student. If anyone else has anything to comment for better clarification I hope they comment on this post as well.

With "less", like with "more", you use the plain adjective, so it's "less lucky". :)

The two responses above are correct. It's worth noting that in real life, we usually say "he isn't as lucky" or "he is not as lucky."