It's safe to say mod_proxy will be an overhead, because you're routing the queries through two pieces of software instead of one. Unless mod_proxy is providing some caching (and hence a performance benefit) then it will reduce performance.
How much isn't something anyone can answer easily - you would need to profile it yourself.
Configure it without mod_proxy (i.e. direct to lighttpd) and run a selection of tests and measure the performance. Then, configure it so it goes via mod_proxy in Apache and perform the same tests. Measure the difference and decide if you want to pay for the better looking URL's with the performance hit you measured.
Don't forget you'll need to factor in request speed and concurrency, if you can, in your tests.
So in summary, yes, it's likely there'll be an overhead but you'll need to profile it yourself to measure it.