Am i creating a memory leak?

I have a JavaScript closure which I keep recreating throughout the life time of my web application (single full-ajax page).

I would like to know if it's creating a memory leak.

Here is an example JSFIDDLE

The code in question:

function CreateLinks() {

    var ul = $("<ul></ul>").appendTo('div#links');

    for (var i in myLinks) {

        var li = $('<li>' + myLinks[i].name + '</li>').appendTo(ul);

        //closure starts here
        (function (value) {
            li.click(function (e) {
                $('div#info').append('<label>' + value + '</label><br />');
                RecreateLinks();
            });
        })(myLinks[i].value);

    }
}