Depends on what you mean by that. Latency between server and client can be a lot higher when you are connecting to an external server. But if you mean your frame rate is significantly lower then that isn’t really supposed to happen. You should double check that your graphics settings are set to the same thing in studio as they are in game if that’s the case. Other than that they should be relatively close together in terms of performance.
Another thing to consider is that Roblox’s servers are rather weak. When testing in Roblox Studio, the server is running on your computer, which likely has better allocation than Roblox’s servers.
In short, you’re probably making the server do more work than it should. Some things to note are that animations should only ever be done by the client. The server should only have to handle small things such as signals and secure data.