For example, take a look at the solutions to PRIME 1; the task is to generate a list of prime numbers: http://www.spoj.pl/ranks/PRIME1/
The top 20 C solutions all take less than 0.05 seconds. The top 20 Java solutions all take less than 0.5 second. Python has several solutions that took 0.55 seconds. But for Lisp, only one user was able to get it to less than 1 second, and then only barely.
There's not enough data to draw any real conclusions, but it does make me skeptical of claims that Lisp is near in speed to Java or C (any Lisp gurus who want to prove me wrong, feel free to code up a fast solution and submit it)