Depends on many things.
Are you measuring at the terminals or at the track, where there may be a volts drop.
Also, measure under 'no load' conditions, i.e. no loco on the track.
Is your voltmeter calibrated? Check against a known source like a new battery.
Is your mains supply 230 V ac? There could be a voltage drop if you are running a supply from the house to an outbuilding where you may have your LGB 5006 unit.
Just a few ideas, but as long as you don't have an overvoltage situation and your loco runs well, I shouldn't be too concerned....