Warning raised when there is a possible performance impact.
>>> df = pd.DataFrame({"jim": [0, 0, 1, 1],
... "joe": ["x", "x", "z", "y"],
... "jolie": [1, 2, 3, 4]})
>>> df = df.set_index(["jim", "joe"])
>>> df
jolie
jim joe
0 x 1
x 2
1 z 3
y 4
>>> df.loc[(1, 'z')]
# PerformanceWarning: indexing past lexsort depth may impact performance.
df.loc[(1, 'z')]
jolie
jim joe
1 z 3
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