Advanced lipid testing has been suggested by some experts to identify patients with substantial residual risk for more aggressive targeting of lifestyle and pharmacologic therapies. It measures subpopulation of lipoproteins and apolipoproteins which include lipoprotein(a) (Lp[a]), apolipoprotein A-I (apo A-I), apolipoprotein B (apo B), and measures of lipoprotein particle composition such as LDL and HDL particle number and particle size. Obesity is associated with smaller LDL-P and HDL-P sizes. Moderate weight loss via fasting/calorie restriction is associated with LDL-P size increase; whereas moderate weight loss via endurance exercise is associated with HDL-P size increase. Diets high in carbohydrates are associated with a more atherogenic advanced lipoprotein profile characterized by smaller LDL-P and HDL-P sizes. In summary, lifestyle changes such as weight loss, exercise, and dietary modification correlate with improvement in advanced lipoproteins. Regrettably, therapies targeting HDL and HDL composition have been disappointing to date.