I to am seeing ridiculously slow reporting times. I'm not very impressed yet with this product to be perfectly honest. Trying to find information is harder than it should be.
So we did some digging into this and worked with support. Part of our problem was the sheer number of events coming in and the reports program just couldn't get the data out. So I've been going through and adjusting our parameters and things are looking a bit better now. one of the techs recommended throwing more resources at our virtual setup but thats not the correct answer because its never getting loaded down. The problem is the number of events coming in. Since scaling it back and limiting some of the events flowing in we've seen better performance. I'd recommend looking at what exactly you have getting captured. It very well could be the same problem we had. If you can go into the LEM console and get some data for say half a days period fairly quick try upping it to a full day and so on. Then adjust your advanced GPOs to scale back some of the noise and you should see things improve.