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Iozone with a file of 2GB, 64KB record size, write/rewrite and read/re-read test, using just one thread.
See: http://imgur.com/JgjK2.png for example.
Do some serious benchmarking from the commandline. This will write to a file with the time it took to compress n bytes to the file (increasing by 1).
gnuplot -persist <(echo "plot 'lzma' with lines, 'gzip' with lines, 'bzip2' with lines")
To see it in graph form.
-n 9000 : Number of requests to perform for the benchmarking session
-c 900 : Number of multiple requests to perform at a time