On SBCL, a memoized recursive fibonacci is about twice as fast as the Lisp code given also running in SBCL on my machine, for example.
I'm more suspicious about why the C++ code is so slow.
Edit: I wrote my own C++ Fib code and tried benchmarking it outside of Clasp (https://gist.github.com/jl2/4d74958b02b3caea2f5c). It routinely ran in less than 0.005 seconds, which seemed too fast, so I looked at the assembly output. AFAICT, the compiler is smart enough to realize fib() has no side effects and is "pure", and is computing the value at compile time, reducing the function call to essentially be myfib = 8944394323791464. It almost seems like an unfair comparison, but since it's comparing compiler performance, I think it's relevant information.