Lose connection to your WiFi, or are you referring to the video connection with the TV?
If you are referring to the video, first see if you can try it on a different TV, or at least a different HDMI port in the same TV.
Dan Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.
As @atc98092 mentioned, can you please clarify which loss of connection you are experiencing (internet connectivity or video).
If you are experiencing video loss, couple of things to ask: -Have you tried switching out the HDMI cable used to connect the device, as well as switching the HDMI port on the TV? -How are you powering the device? Is the device plugged into the TV USB port or is it plugged into a wall outlet with the provided cable and adapter?
With more information we will be able to assist you further.