Yes. The difference between using a clear lens and one that matches the color of the LED can be measured with advanced optical equipment. The drop-in light output is negligible, and it is unlikely that the human eye could detect it. However, the way your brain perceives light may convince you that the LED light with a clear lens is brighter. For example, a red LED behind a red lens appears to operate in a narrower range (between "on" and "off") because the red color never completely disappears. A red LED behind a clear lens may appear to be more brilliant because of the apparent longer time between "on" and "off," during which the red color completely disappears.