Long-distance runners have higher high-density lipoprotein (HDL)-cholesterol concentrations and lower adiposity than sedentary men. Most cross-sectional studies claim that the runners' elevated HDL-cholesterol is not due to the runners' leanness. However, when cross-sectional studies use analysis of covariance (ANCOVA) to adjust for adiposity, or when they compare runners with lean sedentary men, they make an incorrect tacit assumption. They assume that the relationship between change in adiposity and change in HDL-cholesterol in men who have lost fat by running is the same as the cross-sectional difference in HDL-cholesterol between naturally fat and lean sedentary men. Regression slopes for HDL-cholesterol versus adiposity during and at the end of 1 year of running in 35 initially sedentary men suggest this assumption is incorrect; the increase in HDL-cholesterol that accompanies weight loss (-4.28 +/- 1.01 mg/100 mL per kg/m2) is considerably greater than the increase in HDL-cholesterol that is associated with lower adiposity cross-sectionally (-0.78 +/- 0.46 mg/100 mL per kg/m2). These results suggest the following theory: long-distance runners have the HDL metabolism of men who are below their sedentary set-point weight rather than the HDL metabolism of men who are naturally lean without exercising or dieting. This theory was applied to data from 23 published comparisons between long-distance runners and sedentary men.(ABSTRACT TRUNCATED AT 250 WORDS)