Clang warning when returning a lambda-capturing lambda

The following (simplified) code trying to wrap a lambda gives me a warning with some Clang versions, but not all and not gcc.

template<typename Lambda>
auto wrapLambda(Lambda lambda)
{
    return [&lambda]() {
        lambda();
    };
}

auto wrappedLambda = wrapLambda([](){ return 0; });

warning: address of stack memory associated with parameter 'lambda' returned [-Wreturn-stack-address]  
    return [&lambda]() {  
             ^~~~~~

Is this a bug, or am I missing something? I'm getting the warning with x86-64 clang (trunk) in godbolt and clang version 11.1.0 as part of a larger repo, but I haven't been able to isolate the failure with that version.

The example in this related question doesn't give the warning.