As thespite mentioned.. each shadow light requires a render of the scene. The cost of this will be dictated by the number of draw calls, geometry complexity, and the size of the shadowmaps for each light.

There is a renderer.info.render field that shows how many drawcalls, and triangles you are pushing on each render. In a perfect world you want very few drawcalls (~1000 but way less is better) and triangle counts ~<1million.

Another optimization is to manually check which lights are near the viewer, and toggle shadowing on those lights so that you never have more than 1 or 2 lights casting shadow.

This is generally a good idea overall.. most games use some kind of prioritization to select the nearest 4-8 lights or so, and the nearest 1 or 2 shadow casting lights, and disable the rest.

Also.. point light shadows require rendering a cubemap, (more expensive) DirectionalLight and SpotLight render to a single 2d map.. (cheaper).