I did a little research on this. This is a new feature that Chrome is rolling out. It doesn't mean our site was compromised, it just means your password has been compromised on some site you that you have visited. Here is what I found on Google:
Username/email and password combination
Firstly, it does not matter on which website you see this new warning. The new message is a warning about the username/email and password combination that you just entered. That combination has been compromised in a breach of a website/app. What that actually means is you need to change your password on all websites/apps where you are using the same username/email and password combination.
Data breach source
Today, the warning does not show the source of the breach or what website the data was obtained from. It may be that Google does not store that and only stores the combinations (I suspect this to be the case.) Remember, you need to change your password on all websites/apps where you have used that same username/email and password combination anyway so where the breach came from only helps you so much.