http://stackoverflow.com/questions/35372419/nested-groups-linq-query-vs-groupby-extension-method

GroupByPOC.cs

    public class Program
    {
        class TeamHistory
        {
            public DateTime Date { get; set; }

            public string Event { get; set; }

            public string TeamName { get; set; }

            public override string ToString()
            {
                StringBuilder sb = new StringBuilder();
                sb.AppendFormat("TeamName:{0}, Date: {1}, Event:{2}", this.TeamName, this.Date.ToString("MM/dd/yyyy"), this.Event);
                return sb.ToString();
            }
        }

        static void Main(string[] args)
        {
            string json = "";
            List<TeamHistory> teamHistories = new List<TeamHistory>();

            teamHistories.Add(new TeamHistory { TeamName = "xxx", Date = DateTime.Now.AddMonths(1), Event = "Sport" });
            teamHistories.Add(new TeamHistory { TeamName = "xxx", Date = DateTime.Now.AddMonths(2), Event = "Dance" });
            teamHistories.Add(new TeamHistory { TeamName = "xxx", Date = DateTime.Now.AddMonths(2), Event = "Sport" });
            teamHistories.Add(new TeamHistory { TeamName = "yyy", Date = DateTime.Now.AddMonths(1), Event = "Sport" });
            teamHistories.Add(new TeamHistory { TeamName = "yyy", Date = DateTime.Now.AddMonths(2), Event = "Sport" });
            teamHistories.Add(new TeamHistory { TeamName = "xxx", Date = DateTime.Now.AddMonths(1), Event = "Dance" });
            teamHistories.Add(new TeamHistory { TeamName = "xxx", Date = DateTime.Now.AddMonths(2), Event = "Sport" });

            
            Console.WriteLine("========= data ===========");
            teamHistories.OrderBy(x => x.Date).ToList().ForEach(x => Console.WriteLine(x));

            var res = from th in teamHistories
                      where th.TeamName.ToLower() == "xxx"
                      group th by th.Date into grp1
                      from grp2 in
                          (from th in grp1 group th by th.Event)
                      group grp2 by grp1.Key;
            
            Console.WriteLine("========= actual grouping ===========");
            
            res.Dump(); // Here's the visualizer code - https://gist.github.com/vendettamit/9ee03f693c41e2536433
            
            // Worked but requires additional loop. why?
            var res2 = teamHistories.GroupBy(x => x.Date)
                           .Select(grp1 => grp1.GroupBy(e => e.Event).GroupBy(grp2 => grp1.Key));

            Console.WriteLine("\n\n =========== with lambda ================");
            foreach (var item in res2)
            {
                item.Dump();
            }
            
            // My first attempt, which was in- correct.
            // var res1 = teamHistories.GroupBy(x => x.Date, (key, g1) =>
            //                            g1.Select(x => new { key, x })
            //                                 .GroupBy(x => x.x.Event, g => g));

        }
    }