We perform a numerical study of transport properties of a one-dimensional chain with couplings decaying as an inverse power r^{-(1+σ)} of the intersite distance r and open boundary conditions, interacting with two heat reservoirs. Despite its simplicity, the model displays highly nontrivial features in the strong long-range regime -1<σ<0. At weak coupling with the reservoirs, the energy flux departs from the predictions of perturbative theory and displays anomalous superdiffusive scaling of the heat current with the chain size. We trace this behavior back to the transmission spectrum of the chain, which displays a self-similar structure with a characteristic σ-dependent fractal dimension.