Many years ago, when I was using Lantus, I attended a talk by the doctor who treated Steve Redgrave and advised on his insulin regime whilst training. His recommendation was to reduce basal by 20% for 24 to 48 hours after intensive exercise.
As previously mentioned, this depends upon your basal insulin. It suited me for Lantus and imagine it suits Levemir but would be a problem for Tresiba which takes 3 days for a change to take effect.