Hi! :)
It's likely that it's the capture software that is showing lag. Without using OpenGL directly, 2D can be done (just as) smoothly using just SFML (yes, SFML uses OpenGL itself).
https://www.youtube.com/watch?v=V5b1EPsE7x0
https://www.youtube.com/watch?v=RJ181cc_AMI
https://www.youtube.com/watch?v=Yjs-oRhn2fE
https://www.youtube.com/watch?v=SDHE9UenCMc