LAG

Allows each record to access a record from the prior record. The specified record is passed into the LAG method. On the first record this value will be NULL, since there are no proceeding records.

SELECT 
	ColName1,
	ColName2,
	ColName3,
	LAG(ColName1) OVER (PARTITION BY ColName1 ORDER BY ColName1, ColName2) AS Lag
FROM SchemaName.TableName
	ORDER BY ColName1, ColName2

Note: using PARTITION BY ColName1 is optional