Racket allows process-based parallelism (multiprocessing in python) and also has (less useful) futures. It also has green threads. Performance is very much ok for most tasks, although clearly the most performant lisp is Common Lisp.
Now, from a user perspective I think you should probably refrain from jumping onto a language based on potential performance. Common Lisp is a huge language, and writing performant code will require you to know much about both the language and its tooling/implementation. By comparison, Racket is simpler to jump into, if only because the core language is much smaller (the macro system on the other hand, is more complex). So it all depends what you're expecting from the experience: learning? having fun? becoming an expert?
I don't know Guile, but obviously it's going to be closer to Racket than Common Lisp.
