Yes it’s also possible for the password, by running a filter on lostpassword_url, which is basically the password equivalent of the login url..

Example

Basically the same as before, just changed the function and hook names.

add_filter( 'lostpassword_url', 'custom_lostpass_url' );

function custom_lostpass_url( $lostpassword_url ) {
    return get_option('siteurl'). '/lostpass';
}