Multi-tiered sorting using custom IComparer
You can use types from ComparerExtensions to make your code more maintainable:

IComparer&lt;SurveyResponse&gt; comparer = KeyComparer&lt;SurveyResponse&gt;
    .OrderBy(sr =&gt; sr.Question.Survey.Feature.Application.Name)
    .ThenBy(sr =&gt; sr.Question.Survey.Feature.Name)
    .ThenBy(sr =&gt; sr.Question.Survey.TimeTaken)
    .ThenBy(sr =&gt; sr.Question.Survey.ID)
    .ThenBy(sr =&gt; sr.Question.Position);


But I don't think you can actually make your comparer more efficient, it should be already very fast (it's just a few simple instructions). Are you sure your performance problem is caused by this comparer?