I do not think that would change the speed.
XHTML: lowercase tags are what the W3C says.
JavaScript: maybe this will not work, because I have never seen any code use all caps in JS.
SQL is fully capitalized to distinguish actions, functions, etc. from actual data. You can use lowercase letters, but they become less readable (for some, including me).
IMO, sneaking through a bunch of uppercase tags, is less readable than lowercase tags. I would say that user agents do not care where the tags are. Here's a bit of history: when I created the site in 1999, uppercase tags were standard.
You can still find some dodgy non-updated websites that are still writing
'Use <B></B> to make the text bold'
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