How many rows make a SELECT expression expensive?

I’ve got a formatting rule that is comparing the quantities over two different SELECT commands. The formatting rule works, but I’m getting a performance warning about how expensive SELECTs are.

Has anybody ran into the issues with performance over thousands or records? If so, what can you share about it?

Here is my filtering expression

SUM( 
SELECT( 
CUST_ORDER_LINE[ORDER_QTY], 
AND( 
	[CUST_ORDER_ID] = [_THISROW].[OrderId], 
	[LINE_NO] = [_THISROW].[OrderIdLineNo]) ) ) 
>=
SUM(
SELECT(
WorkOrders[RunQty], 
AND(
  [OrderId] = [_THISROW].[OrderId], 
  [OrderIdLineNo] = [_THISROW].[OrderIdLineNo]) ) )

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