Yes, it's called a boostback burn, and it's been a part of every landing attempt thus far. The first stage has burned so much fuel at the stage separation that it takes much less to return it home than it did to accelerate it. You are correct though that it limits the payload capacity of the platform.
I believe the Falcon Heavy animation shows the rockets returning to the launch site.
I believe the Falcon Heavy animation shows the rockets returning to the launch site.