It depends, what do you mean by "Lag"?? As in "the video stops every 5 ~ 10 secs"?? that could be an ISP issue, because you're streaming HD content or any kind of content and your download bandwidth is not enough to do the streaming, so the video stops to buffer itself..
Now, if it isn't that king of "lag" you're describing, then could be another issue which i'm not completely familiar with, could be the xbox, i'm not 100% sure.
Could you elaborate more the "Lag", please?