Set Active CEO Lindsey Carter used to lose sleep, cry to her friends and struggle to be present in her personal life after a rough day at work.

It's not that she expected entrepreneurship to be easy. Carter took on $20,000 in personal credit card debt and filled her Los Angeles home with inventory when she started the athleisure company in May 2018, she says. Yet years of obstacles — familiar to many an entrepreneur — followed as she tried to break Set Active into a crowded activewear industry. It took her time to figure out how to separate her professional stress from her personal life.

"I started understanding that struggle wasn't necessarily a sign that something was going wrong. Sometimes it's just the reality of building something ambitious," says Carter, 35.…