Question: As you might know, Preview has a lossy rotation feature.  

Could you please recommend a tool that allows images rotation in a lossless way?

Answer: 
The only true lossless rotation for images would be a file format that allows you to save the image in its original format, and then specify what angle it will be rotated to when displayed on screen.

One program which can do this is [InkScape](http://inkscape.org/download/). It will allow you to [import](http://tavmjong.free.fr/INKSCAPE/MANUAL/html/File-Import.html) (and embed) an image, and then rotate it. You can then rotate the image to any angle, as many times as you like without causing any loss of quality.
I’m not sure what you mean by “loussy rotation feature” but you can always try other more advanced graphic suites like: 

[Acorn](http://flyingmeat.com/acorn/) (Has a free more limited version that could be enough)

[Pixelmator](http://www.pixelmator.com/)

[The Father of All… Photoshop](http://www.photoshop.com/)

For what is worth, I don’t think Preview has a loussy rotation feature. If you rotate an image and then rotate it back, the result is the same as before any rotation; loussy would be if pixels were lost in the rotation to a point where going back to the exact same image could not be possible.