I have the feeling that there is not much I can do, but I thought I'd ask the question and see if I missed something.
How can I "Reduce JavaScript execution time" of external scripts?
When I use the PageSpeed Insights tool, my current score is 56, and one of the biggest things seems to be a problem with the execution time of some external scripts. And their caching... but that's different issue.
https://load.sumo.com Total: 733 ms Script Evaluation: 587 ms Script Parse: 128 ms
https://sumo.b-cdn.net/virtual/####/client/js/services/services.js Total: 436 ms Script Evaluation: 212 ms Script Parse: 90 ms
https://connect.facebook.net/signals/config/###?v=2.8.33&r=stable Total: 215 ms Script Evaluation: 160 ms Script Parse: 53 ms
https://static.leadpages.net/leadboxes/current/embed.js Total: 133 ms Script Evaluation: 123 ms Script Parse: 10 ms
...