Since Bellare and Ristenpart showed a multi-property preserving domain extension transform, the problem of the construction for multi-property hash functions has been reduced to that of the construction for multi-property compression functions. However, the Davies-Meyer compression function that is widely used for standard hash functions is not a multi-property compression function. That is, in the ideal cipher model, the Davies-Meyer compression function is collision resistant, but it is not indifferentiable from a random oracle. In this paper, we show that the compression function proposed by Lai and Massey is a multi-property compression function. In addition, we show that the simplified version of the Lai-Massey compression function is also a multi-property compression function. The use of these compression functions enables us to construct multi-property hash functions by the multi-property preserving domain extension transform.