Are you sure it's not just you having the time of your life and dancing all over the stage?
Even slightly bobbing around will make you sound flat if you haven't done your breathing technique exercises
If it's not that, and is what Draven Grey says, then the best way to work on it is to change your studio to be more like your stage. or your stage more like your studio.
Either sing louder in your studio, or quieter on the stage.
And since you don't want to wear headphones on stage, then try to keep them off in the studio too. you only need them when you're recording, not when practicing, so listen to the speakers instead.
Good luck!