Is it possible using Linq to create a group where items fall into more than one group?

Using the following trivial example:

    public class Data
    {
        public string ID;
        public int From;
        public int To;
    }

And this list:

    List<Data> data = new List<Data>() 
    {
        new Data() { ID = "A", From = 1, To = 3 }, // Call this A
        new Data() { ID = "B", From = 1, To = 2 }, // Call this B
        new Data() { ID = "C", From = 2, To = 3 }  // Call this C
    };

I'd like to group by each possible integer in the ranges From and To (though instead of finding the min + max I could supply the query with the range I want, for example 1 to 3), and in each group would be a reference to the Data instance where the grouping int fits in its range.

Hard to explain, easier to show each group and the instances I'd expect in each:

[Group 1] 1 - A, B
[Group 2] 2 - A, B, C
[Group 3] 3 - A, C

Is this possible? Or must groups be mutually exclusive?