Sorry, it seems that I "multi threaded" the topic
Thanks for your fast answers!
I use the default algorithm. In the documentation, there is no mention of multi threading, and furthermore, the description seems to describe lzma as the slower one...
"NSIS supports different compression methods, as explained here. ZLIB is the default compression method, which is fast and uses only a little bit of memory. LZMA is a good method for the creation of small installers for internet distribution. BZIP2 usually compresses better than ZLIB but not as good as LZMA, it is useful if you need lower memory usage or fast script compilation."
I'm a little bit confused...
Is it because the multithreading was added lately? Is it because even with multithreading, the compression is still slower? Should I benchmark for myself or I should pay confidence in the documentation?