Generate lazy seq with recursion in Clojure?

I am new to clojure and currently struggling with loop / recur. The question basically is why my 'custom' range func. does not return a lazy sequence. Is there something wrong with my implementation or you are not supposed to use recursion in this case?

(defn my-range
  [nr]
  (loop [l nr acc '()]
    (if (< l 1)
      acc
      (recur (dec l) (conj acc l)))))

When I run it:

> (time (take 10 (my-range 100000))) ;; "Elapsed time: 85.443 msecs"
> (time (take 10 (range 100000))) ;; "Elapsed time: 0.095 msecs"

The very big time difference leads me to belive the list is first constructed and then 10 taken.