Is there a report which shows list of all user story with lead time taken for individual story.
I believe what you're looking for is the Control Chart (https://confluence.atlassian.com/agile/jira-agile-user-s-guide/using-a-board/using-reports/viewing-the-control-chart).
Our Great Gadgets add-on offers a Cycle Trend Gadget that might be helpful for you. It uses a Jira filter as input can can be configured to calculate lead time, cycle time or time between two statuses. The gadget can also display a data table, which contains the cycle of every issue.
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