Most performance considerations are likely to be in terms of the SQL generated - and that shouldn't change here. (You can check, of course, but I'd be staggered if it made a difference.)
It takes a little bit more effort to create an instance of an anonymous type than not to, of course. I can't see any reason why using an anonymous type here would make it perform better - I'd expect it to perform very marginally worse, but not actually noticeably so.
More importantly, I can't see how the latter adds anything other than an unnecessary additional layer of indirection. It will make your code marginally less clear, for no benefit. Anonymous types are great when you want to bring together separate values - or query just a subset of the columns in a table - but single-property anonymous types are rarely useful.