10 years experience in network engineering here.. your answer is no. A router will add a little latency each hop (if its working right is probably a microscopic amount) but forwarding any ports on that won't help in any way because it's not required and could make things worse by compromising your security or filtering traffic the wrong way.
If you have lag or poor internet connection try some ping tests and call your ISP and make sure you are receiving the proper quality for their service contract.