jaybe in #jekyll@irc.freenode.net gave the following solution:
Add baseurl: /siteName/_site
to _config.yml and add {{site.baseurl}}
before every {{post.url}}
The template then looks as follows:
{% for post in site.posts %}
<li><span>{{ post.date | date_to_string }}</span> »
<a href="{{ site.baseurl }}{{ post.url }}">{{ post.title }}</a></li>
{% endfor %}