Use DATEDIFF function to calculate session gap between previous end time and current start time

My data is pretty large one over 710,000 rows.  It takes very long time to create the new column (still waiting for it).  I believe a measure should have a much better performance as it will be used with a selected case via drill-through.  So I tried to define the following measure, but it gives me an error.  The root cause should be the 1st row which won't have previous (earlier) value.  How to address it?

Thanks.