The Lagrange points are positions where another object can orbit the sun with the same period as the earth. (L1 would be a good place to park an asteroid to block some of the heat from the sun.) Lets assume that the earth and moon act like a single combined mass at the center of mass. One might assume that an object at L1 (a smaller orbit around the sun) would move faster than the earth, but as long as it stays in line with the earth, the gravity from the earth offsets the extra pull from the sun. Similarly, at L2 and L3, the pull of the earth works with that from the sun. At L4 and L5, it is the vector sum of the two forces which determines the orbit. (See the answer from Qmechanic for formulas.)