Have you recently inserted and/or deleted a large number of rows? It could be that the statistics on the table's indices are out of date, and thus the query optimizer will go for a "index seek + key lookup" scenario on the smaller date range - but that turns out to be slower than just doing a table/clustered index scan.
I would recommend to update the statistics (see this TechNEt article on how to update the statistics) and try again - any improvement?
The query optimizer uses statistics to determine whether it's faster to just do a table scan (just read all the table's data pages and select the rows that match), or whether it's faster to search for the search value in an index; that index typically doesn't contain all the data - so once a match is found, a key lookup needs to be performed on the table to get at the data - which is an expensive operation, so it's only viable for small sets of data. If out-of-date statistics "mislead" the query optimizer, it might choose a suboptimal execution plan