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What do you find most frustrating about .NET?
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Performance limits of LINQ...?
You're getting nearly the same performance out of loopes generated by LINQ as you would normal for loops.
If you're referring to LINQ and EF Core, you're generation SQL with it, not running LINQ. And that query generation is incredibly performant these days (I think EF 7 was something like 5% slower than dapper?).
So luckily you can squeeze a ton of performance out of it!