Where should I connect to context for better performance?

I want to use EF and know two way to use context for accessing data for methods of some class:

1.passing connection for each method of class:

 public partial class MyEntity
 {
    public static int Add(MyEntityConnection context,MyEntity input)
    {
        context.MyEntity.AddObject(input);
        context.SaveChanges();
        return input.Id;
    }
 }

2.using context on each method independently:

 public partial class MyEntity
 {
    public static int Add(MyEntity input)
    {
        using (var context = new MyEntityConnection())
        {
            context.MyEntity.AddObject(input);
            context.SaveChanges();
            return input.Id;
        }
    }
 }

which of above or other ways to do it is better?