I'm running a relaxed Nature because I don't care much for out speeding Pokemon.
Something else to consider is a Relaxed nature used to be popular since you get the "slow U-turn" on enemy Landorus-T, which is a fairly common scenario. Now nearly every one runs HP Ice though, so you won't be able to duel with opposing ones as often. That's always my first thought when deciding on speed for one - will I need Lando to beat other Landos? If not, go for that slow U-turn because it can get you some nice momentum.