Odor source localization with mobile robots has recently been subject to many research works, but remains a challenging task mainly due to the large number of environmental parameters that make it hard to describe gas concentration fields. We designed a new algorithm called Adaptive Lévy Taxis (ALT) to achieve odor plume tracking through a correlated random walk. In order to compare its performances with well-established solutions, we have implemented three moth-inspired algorithms on the same robotic platform. To improve the performance of the latter algorithms, we developed a rigorous way to determine one of their key parameters, the odor concentration threshold at which the robot considers to be inside or outside the plume. The methods have been systematically evaluated in a large wind tunnel under various environmental conditions. Experiments revealed that the performance of ALT is consistently good in all environmental conditions (in particular when compared to the three reference algorithms) in terms of both distance traveled to find the source and success rate.