We discuss the universal relation between density and size of observed Dark Matter halos that was recently shown to hold on a wide range of scales, from dwarf galaxies to galaxy clusters. Predictions of LambdaCDM N-body simulations are consistent with this relation. We demonstrate that this property of LambdaCDM can be understood analytically in the secondary infall model. Qualitative understanding given by this model provides a new way to predict which deviations from LambdaCDM or large-scale modifications of gravity can affect universal behavior and, therefore, to constrain them observationally.

4 pages, 1 figure, revtex. Final version to appear in Phys. Rev. Lett