For people that like to mod our cars, warranty can be a curse. Just easier to pay out of pocket for a performance shop to fix our problems. The reliability of the drive-train of these cars is good, so I'm not sweating a trannie or engine issue. If the engine blows, run it into a ditch and total it!

(i keed).
I leased my last 4 cars. I traded in 3 of them well before my 36 month was due. It's just a numbers game, but I always ended up better doing a trade and not having to worry about getting nickle and dimed from the leasing company. I financed a slightly used SHO this round, as the initial depreciation was steep and I wanted to pay off a car and drive it for 6 years. I love this car, nothing else out there I'd rather be in.
So what I'm saying, you only are risking an expensive drivetrain failure and warranty not paying for it. Don't worry about turning your car back in, they won't care if you tuned it. But you will probably be better off treating it as a used car transaction and using it as a trade in at the end of your lease if the car is worth more than your residual.