As most of above regarding clipping. Check the histogram on the back of the camera, it will show if any black or white clipping is occurring.
Regarding Lightroom it may not be the whole truth, it will indicate clipping areas with indicators (Red or Blue); but it will have preprocessed your image somewhat.
Under Calibration tab in LR, at the bottom of the adjustment side panel, you will "process" try selecting process 2 from the drop-down and you may notice a difference in both appearance and histogram.