Lambda function variables in C++11

There are two ways to use lambda function variable:

std::function<int(int, int)> x1 = [=](int a, int b) -> int{return a + b;};

//usage
void set(std::function<int(int, int)> x);
std::function<int(int, int)> get();

And:

std::function<int(int, int)>* x2 = new std::function<int(int, int)>([=](int a, int b) -> int{return a + b;});

//usage
void set(std::function<int(int, int)>* x);
std::function<int(int, int)>* get();

I would like to know what are the differences, because I do not know how the lambda function data is stored.

I would like to know the best way in terms of peformance, memory usage and the best way to pass a lambda function as argument or return lambda function.
I would prefer to use pointers if the size of the lambda function object is bigger than 4 or to avoid errors (if some kind of copy constructor is executed when I do an attribution or if some kind of destructor is executed when I do not want).

How should I declare lambda function variables?

EDIT

I want to avoid copies and moves, I want to continue to use the same function again.

How should I change this example?

int call1(std::function<int(int, int)> f){
    return f(1, 2);
}
int call2(std::function<int(int, int)> f){
    return f(4, 3);
}
std::function<int(int, int)>& recv(int s){
    return [=](int a, int b) -> int{return a*b + s;};
}

int main(){
    std::function<int(int, int)> f1, f2;

    f1 = [=](int a, int b) -> int{return a + b;};
    f2 = recv(10);

    call1(f1);
    call2(f1);
    call1(f2);
    call2(f2);
}

I cannot return reference in the function recv:

 warning: returning reference to temporary

Is this a good solution?

int call1(std::function<int(int, int)>* f){
    return (*f)(1, 2);
}