LZMA Compression vs. 7zip SFX

[RobertStrong]

I have noticed that I am unable to get NSIS LZMA to compress as much as 7zip SFX. For example, with the exact same files LZMA SOLID will give me an exe that is 4.98 MB while using 7zip SFX with the same files and the NSIS installer will give me an exe of 4.73 MB.

Though it may not seem like much size is extremely critical in this case and I am wondering if there is a way to get NSIS to improve the compression to the same level when using LZMA?

Thanks,
Robert