The adiabatic quantum evolution of the Lipkin-Meshkov-Glick (LMG) model across its quantum critical point is studied. The dynamics is realized by linearly switching the transverse field from an initial large value towards zero. We concentrate our attention on the residual energy after the quench in order to estimate the level of diabaticity of the evolution. We discuss a Landau-Zener approximation of the finite size LMG model, that is successful in reproducing the behavior of the residual energy as function of the transition rate in most of the regimes considered. The system proposed is a paradigm of infinite-range interaction or high-dimensional models.