Can a baby lose weight in womb?

I went to see my doc at 33 weeks pregnant as i have had 2 underweight babies one 5lb 10oz and 4lb 14oz, I get scanned every two weeks making sure baby is growing, at 33 weeks doc said baby was 4lb 1 oz small but growing at same rate, when i have went back at 35 weeks doc looked confused and said baby was 3lb 10 oz the doc called me to get rescanned by another doc to make sure his measurements where right i was given steroids for baby's lungs i have to go back at 36 weeks to talk about delivery plan, my last baby was 4lb 14oz at 38 +4days can a baby lose weight