John Adams, John Quincy Adams, Martin Van Buren, John Tyler, Millard Fillmore, Franklin Pierce, Andrew Johnson, Grover Cleveland (although he came back four years later and won a second term), Benjamin Harrison, Theodore Roosevelt, William Howard Taft, Herbert Hoover, Gerald Ford, Jimmy Carter, George H.W. Bush.Incumbent presidents don't often lose.
It would be far more accurate to say they haven't lost lately.