In contrast to Brownian transport, the active motility of microbes, cells, animals and even humans often follows another random process known as truncated Lévy walk. These stochastic motions are characterized by clustered small steps and intermittent longer jumps that often extend towards the size of the entire system. As there are repeated suggestions, although disagreement, that Lévy walks have functional advantages over Brownian motion in random searching and transport kinetics, their intentional engineering into active materials could be useful. Here, we show experimentally in the classic active matter system of intracellular trafficking that Brownian-like steps self-organize into truncated Lévy walks through an apparent time-independent positive feedback such that directional persistence increases with the distance travelled persistently. A molecular model that allows the maximum output of the active propelling forces to fluctuate slowly fits the experiments quantitatively. Our findings offer design principles for programming efficient transport in active materials.