In fact, I have asked a number of people under the impression that Java is slow to explain why they think it is slow. The answers have two flavors:
1. Its high level abstractions are computationally expensive. Sometimes this idea is supported by saying that garbage collection is very slow, sometimes by saying that the inability to directly manage memory means that it is done inefficiently, perhaps even inescapably so.
2. Compiling a program to an intermediary language that is not assembly but must be instead executed by something else (in this case, the JVM) must be slow.