Should I compress in-memory C# objects for better performance?

I have an application (C#, WPF) that displays many financial charts with live data streaming from server. The data that is collected in-memory may grow to be a bit large, and I don't want to keep any data on disk.

Since the historical data itself doesn't change, but only added to, will it make sense to keep that data (which is stored in a collection object) in some compressed format?

Is it possible and can anyone recommend a good practice for it if so?

UPDATE

Some notes about performance and tradeoff: I am aware that compression will add a delay accessing the data, but, the user only needs fast updates on new data arriving. When accessing the data that was already rendered (for example, to study or re-render it) he doesn't require a quick response.