Common Lisp actually doesn't specify a mechanism for this. There are implementations that can compile to e.g. DLL:
http://www.lispworks.com/documentation/lw71/DV/html/delivery... https://franz.com/support/documentation/current/doc/dll.htm
Unfortunately none of the FOSS implementations have this ability (to my knowledge). There is nothing inherently in Common Lisp that mandates the "core dump" delivery model.