*Two days after breaking a sweat on NBC’s “The Biggest Loser,” Michelle Obama made her second appearance Wednesday on Comedy Central’s “The Colbert Report,” and her first as a First Lady.

“The first time you were on my show, you were not the First Lady; now, you are,” host Stephen Colbert told her at the outset of their interview. “That’s called the Colbert Bump.”

Mrs. Obama was there to discuss the one-year anniversary of her Joining Forces initiative.

“Jill Biden and I started this initiative to make sure that this country, which is a grateful nation, that we make sure that we do whatever we can to honor the service of our veterans, our troops and their families,” she told the host. Of course, faux-conservative that he is, Colbert noted that the initiative’s website had a .gov address, which gave him some pause.

“It makes it sound like Big Government. Is there any way we can help the troops in the private sector?” he asked.

“Absolutely. Our motto is everyone can do something. So this isn’t big government,” Obama answered, no doubt aware that, Colbert’s sarcasm aside, federal involvement would give some people pause. “Government has a role to play, but it can’t do everything.”

Watch her entire appearance below.