Information gathered from Fedora 21/Rawhide.

Current Load_policy

real	0m0.848s
user	0m0.047s
sys	0m0.283s

real	0m0.846s
user	0m0.094s
sys	0m0.625s

real	0m0.850s
user	0m0.114s
sys	0m0.717s

xz Load_policy
real	0m0.885s
user	0m0.084s
sys	0m0.382s

real	0m0.878s
user	0m0.090s
sys	0m0.453s

real	0m0.886s
user	0m0.128s
sys	0m0.572s

du -s *
2584	policy.29
384	policy.29.xz

valgrind shows 
mmap load_policy
total heap usage: 443,521 allocs, 443,519 frees, 34,795,153 bytes allocated
Versus
xz load_policy
total heap usage: 443,509 allocs, 443,507 frees, 18,115,873 bytes allocated