Remove all the elements that occur in one list from another

Let's say I have two lists, l1 and l2. I want to perform l1 - l2, which returns all elements of l1 not in l2.

I can think of a naive loop approach to doing this, but that is going to be really inefficient. What is a pythonic and efficient way of doing this?

As an example, if I have l1 = [1,2,6,8] and l2 = [2,3,5,8], l1 - l2 should return [1,6]

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