Return from calling function inside lambda

Lambdas are an awesome way to create reusable code inside a function/method without polluting the parent class. They're a very functional replacement for C-style macros most of the time.

However, there's one bit of syntactic sugar from macros that I can't seem to replicate with a lambda, and that's the ability to exit from the containing function. For example, if I need to return while checking the range of a series of ints, I can do that easily with a macro:

const int xmin(1), xmax(5);
#define CHECK_RANGE(x) { if((x) < xmin || (x) > xmax) return false; }

bool myFunc(int myint) {
    CHECK_RANGE(myint);
    int anotherint = myint + 2;
    CHECK_RANGE(anotherint);
    return true;
}

Obviously this is an oversimplified example, but the basic premise is that I'm performing the same check over and over on different variables, and I think it's more readable to encapsulate the check and related exits. Still, I know that macros aren't very safe, especially when they get really complex. However, as far as I can tell, trying to do the equivalent lambda requires awkward additional checks like so:

const int xmin(1), xmax(5);
auto check_range = [&](int x) -> bool { return !(x < xmin || x > xmax); };

bool myFunc(int myint) {
    if(!check_range(myint)) return false;
    int anotherint = myint + 2;
    if(!check_range(anotherint)) return false;
    return true;
}

Is there a way to do this with a lambda? Or am I missing some alternative syntactic sugar?