My personal recollections from back at the time LightRoom 2 came out is that yes Capture NX2 beats it hands down for RAW rendering but I am not a LightRoom expert. I believe this gap was narrowed in Lightroom 3 and with 4 the common wisdom is if you know what you are doing you can get equally good results as Capture NX2.
For safety's sake I suggest a free-trial download of Capture NX2 to: - make sure your equipment is compatible (e.g. amount of memory and such); - and prove it to yourself with some of your more cherished RAW images. Go back and re-edit them and see if it makes a difference.
Personally I love Capture NX2. Well it is getting very long in the tooth and it's missing several features such as compatibility with the full Nik Software suite, but I love the capabilities to apply selective editing. And look at Jason Odell's learning products if you decide to go that way.