Think of it as a sieve…
Try to get rid of the big lumps first. So in this case you want to filter out the 9,900 orders that are not for this customer as early and quickly as possible.
You can do that by having a list of orders on the customer. Then the database knows exactly what 100 things to go and look at first to see if it was in January.
What you don’t want to do, is search each and every one of the 10,000 orders looking for January, and then take that and search through all the customers to see if this is for the customer you want.
List > Search Constraint > Filter > Advanced Filter
Try to get as much done towards the left of that as possible.