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 the subpopulation of lipoproteins and apolipoproteins, which include lipoprotein (a), apolipoprotein A-I, and apolipoprotein B, and measures of lipoprotein particle composition such as LDL particle (LPL-P) and HDL particle (HDL-P) number and 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 the profile of advanced lipoproteins. Regrettably, therapies targeting HDL and HDL composition have been disappointing to date.