With the increasing prevalence of cardiovascular diseases (CVD) worldwide, finding reliable and clinically relevant biomarkers to predict acute cardiovascular events has been a major aim of the scientific and medical community. Improvements of the understanding of the pathophysiological pathways of the disease highlighted the major role of lipoprotein particles, and these past decades have seen the emergence of a number of new methodologies to separate, measure and quantitate lipoproteins. Those methods, also known as advanced lipoprotein testing methods (ALT), have gained acceptance in the field of CVD risk assessment and have proven their clinical relevance. In the context of worldwide standardization and harmonization of biological assays, efforts have been initiated toward standardization of ALT methods. However, the complexity of lipoprotein particles and the multiple approaches and methodologies reported to quantify them have rendered these initiatives a critical issue. In this context and to better understand these challenges, this review presents a summary of the major methods available for ALT with the aim to point out the major differences in terms of procedures and quantities actually measured and to discuss the resulting comparability issues.