I think you can get linux work WORSE than XP if you don't set it well, and get DAMM FAST is you set it well.
First I you want to linux run fast you can get rid off all the daemons you dont use, even better don't use X if you want speed in a nonX procedure.
And there's the real difference try to compile things using runlevel 1 and you will se how it gets real fast compared to runlevel 3 or 4(usually gdm, kdm...etc)
And that's the point on linux, you can switch on that task without even rebooting the machine and you can get rid off all the damm daemons that eat your resources and get plenty of space to your app.
That can be done increasing the priority of your task when done, but I can't recall If that comed naturrally with every kernel since I use RT.
With that you can give your task the top priority and it will go real fast, but your machine will get clogged until you task ends.
(I mean not even taking care of mouse, keyboard, etc)
So before you try to compare windows to linux, remember that linux is made of many parts and VARY A LOT FROM PLACE TO PLACE and your knowledge on the base of Linux give you more tricks that you ever could imagine on windows.