It's not Sunday and it's sometime between 9am and 4pm. You've just missed a Southern train to Clapham Junction. So is it quicker to catch the LO and change at Surrey Quays for CJ or should you wait 30min for the next Southern train?

The short answer : Southern is best

The slightly longer answer :
Forest Hill has only 2 LO trains (08 and 38) that will arrive at CJ earlier than the next Southern train. You'd save 8-9 min.
Honor Oak Park has 4 LO trains (06, 11, 36, 41) saving you 8-9 min.

My suggestion : Don't bother catching the LO to CJ, just relax in a local coffee shop or cafe and catch the next Southern train for a single journey and no interchange at Surrey Quays.