Here's a link.
http://www.pilotsweb.com/principle/load.htm
Would a way of looking at loss of lift in a turn be by seeing lift as a vertical component and a product, amongst other things, of horizontal wing surface area? If so, on a turn the horizontal wing surface area is reduced (ie the wing surface that can be 'seen' by a vertical force) and therefore the lift generated is also reduced. It will require an increase in angle of attack or forward speed to keep the amount of lift as it was.
(from an ignoramamus and it may show - I've got my tin hat ready!)