(FORTUNE Magazine) – "You're going to be pushed very hard," Jim Loehr says. "If you do not get uncomfortable, we have failed you."

This is what passes for a welcome at an unorthodox three-day training program that Wall Street firms, among others, have turned to lately to help their executives perform better. Graduates of The Corporate Athlete say it changed not only the way they work but their lives as well. To try it out, I've joined nine executives from Merrill Lynch, Salomon Smith Barney, and Arthur Andersen at the nine-acre campus in Orlando where Jim Loehr's company, LGE Performance Systems, is based.

In no time at all, Loehr, a 58-year-old sports psychologist, delivers on his promise to make us uncomfortable. For starters, we have to change into skimpy Speedos so our body fat can be measured in the airtight, egg-shaped Bod Pod. We also have bloodwork done, huff and puff on treadmills, strain to touch our toes during a flexibility test, and bench press until our pecs ache. It gets worse when we learn what colleagues back home think of us; they've filled out anonymous questionnaires rating us on whether we're open or defensive, accepting or critical, trustworthy or not.

Then comes the toughest test. We sit quietly and answer pointed questions designed to identify our deepest values and see how well we're living them. Most everyone ranks family and friends and health and community near the top. Most don't live that way.

What, you may ask, does this blend of boot camp and group counseling have to do with job performance? The key word is energy. Sustained high achievement, say Loehr and his LGE colleagues, requires not just a sharp intellect but also physical strength, emotional intelligence, and a strong sense of purpose. These are all forms of energy. The corporate-athlete program is designed to help people marshal the mental, physical, emotional, and spiritual energy they need to thrive. Longtime LGE clients such as Estee Lauder and Glaxo Smith Wellcome, which pay $3,000 a head to send executives to Florida for 72 hours of intense self-examination, believe that most of their employees, even their stars, can improve in one or more of those arenas.

In the wake of Sept. 11 and the economic downturn, spiritual capacity--defined by LGE as the energy unleashed by tapping into one's deepest values--is getting special attention from Loehr. "You've got a massive number of people disconnected from their work," Loehr tells us. "Our job is to get you reconnected."

Loehr's theory of peak performance has evolved for 25 years, much of it spent in the world of sports. Tennis has been his specialty, but his clients also have included golfer Nick Faldo and speed skater Dan Jansen; last summer, NBA star Grant Hill trained at LGE. The firm has also worked with emergency-room doctors and law-enforcement officers, including FBI hostage-rescue teams.

These days LGE is striking a chord on Wall Street. Tony Schwartz, the firm's president, has been speaking to executives at Salomon and other financial services companies, urging them to draw upon their sense of purpose. "Fear and anger and frustration won't enhance your capacity to perform, nor do they help others," he recently told a Salomon group trying to reconnect after Sept. 11. "The sense of challenge, possibility, determination, and positive fight are what make it possible for you to bring your own talent and skill to life."

We get a similar pep talk the second morning from Loehr. Change only happens, he says, when it's powered by your values. "Get it hard wired into your soul," he says. We each write down a vision of who we want to be. My group tries to connect our values with what we do, and how we'd like to do better. One stockbroker confesses that she's been plagued by self-doubt since the market collapsed; she's always seen her role as helping clients achieve their dreams, and now she's feeling the pain of their losses. "I don't have a lot of confidence in my ability to help," she laments. Loehr praises her caring and integrity, and says that's all clients can honestly ask of a financial advisor. Another broker concurs, and counsels her to think long-term: "Two years ago, we weren't as smart as everyone thought we were. Now, we don't suck as much as they think."

Meanwhile, we scrutinize the labels of energy bars with a nutritionist who has analyzed our eating habits, try a hotel-room workout with a strength-and-conditioning coach, and experiment with breathing through one nostril at a time with a yoga instructor. (One nostril is supposed to stimulate creativity, the other logic.) Psychologists, who meet with us individually, help us refine our vision statements. And we map out our plans to change.

Just as change is powered by our values, Loehr says it must be built into our life through rituals--highly specific, regularly scheduled practices that become automatic over time. "Everyone has the same amount of self-discipline," he says. "Almost none." This surprises me, but as our group talks it over, we realize that we're usually "pulled" to behaviors that align with our values--doing work we care about, or coaching a kid's sports team--rather than "pushed" by a notion of what we should be doing. (How effective was your last New Year's resolution?) Rituals can be physical (hitting the gym Mondays and Thursdays at 6:45 a.m.), emotional (pancakes with the kids on Saturdays), mental (breaks from work every 90 minutes to refuel or take a walk), or spiritual (praying, spending time in nature). Because no one has an infinite supply of energy, Loehr tells us to oscillate between stress and renewal; stress is to be embraced as an opportunity to expand capacity, so long as it's balanced with recovery.

"This whole experience is going to fade very quickly, I promise you," says Loehr on our last morning. "If you don't take action in the next three days, you will not be successful. You have to be on fire."

Several weeks later, I check in with my fellow "athletes." One is eating fewer, smaller meals and feeling more energetic. Another--the stockbroker who'd lost her confidence--is feeling better about herself and doing more prospecting (plus she's given up caffeine). Graduates from prior years have more dramatic stories. One lost 30 pounds and thinks he prevented a heart attack. Others say the program helped them rescue troubled marriages. "People say to me, 'Thank you for saving my life,'" says Rob Knapp, a Merrill Lynch executive who oversees 2,000 financial consultants in 15 Midwestern states and regularly rewards his top performers with trips to Orlando.

Lou Schneider, a managing director at Salomon who runs the firm's U.S. sales trading operations, says the "corporate athlete" philosophy has changed hundreds of people at the firm, in big ways and small. The program has helped traders find more balance in their high-pressure lives. "People seem to have more energy," says Schneider. "People's attitudes--their emotional state--seems to be much better." On a more mundane level, he tells me: "The snacks on the desk now are apples and Balance bars. People walk down the stairs instead of taking the elevator...It's almost like a little cult around here."

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