The most extraordinary revelation that Stewart Lee makes in his latest show — probably the flat-out funniest in a 28-year career that has made him one of the most lauded comedians of his generation — is when he tells us what he gets up to at home after the spotlights have faded.

With most comics, you suspect, post-gig regimes involve drink or drugs or groupies or videogames or an ungodly combination of the above. Lee, though, the co-creator of Jerry Springer: the Opera, the more caustic half of the Nineties double act Lee and Herring, more recently the star of Stewart Lee’s Comedy Vehicle, has never been most comedians.

So when he returns to the house in Stoke Newington, north London — where he lives with his wife, the comic Bridget Christie, and their children, Luke, nine, and Daisy, six — he goes online to do something that sounds perverse yet is legal and profitable. Late at night, as Lee explains on stage amid some typically twisty routines about Brexit and Trump and the atomisation of society in the digital age, he logs on to Amazon and looks for cheap copies of his own DVDs. He can often get them cheaper from online warehouses than he can from his wholesaler. So he buys as many as he can, then sells them on from the merchandise table at his shows.

Is this a comedian’s tall story? Not at all, he says with a chuckle, as we meet a few weeks into his London run. Now 48, he’s chummier in person than the playful, but provocative persona he plies on stage. And his sideline as a small businessman is genuine, he insists — just as he genuinely goes into agencies that sell marked-up tickets to his shows to ask where they got them from. “It amuses me to be pedantic,” he says, “to hunt these people down. It’s great fun messing around with them.”

What’s more, he says, he has made more money over the past ten years selling DVDs of the satirical opera than he and his co-writer, Richard Thomas, made during a six-year history in which it had great success (National Theatre, West End, a UK tour), but was also dogged by expensive legal problems with a protest organisation, Christian Voice. He describes visiting pound shops on tour to buy dozens of copies before selling them for a fiver (“the least I can do them for”) at his shows.

Lee recognises the absurdity of all of this. Yet he also recognises that he needs to think like a small businessman to stay in charge of his career just as he stays in charge on stage. His most distinctive trait as a stand-up is the way he steps outside his act to comment on it; why it is or isn’t working that night, whether or not we the audience are worthy of him.

Off stage he examines his position in the marketplace with the same mix of detailed analysis and warped imagination. On stage “Stewart Lee” — he often refers to his stand-up self in the third person — is bitter about being discarded by the BBC after four series of a Bafta award-winning stand-up show. Off stage Stewart Lee is phlegmatic. Even, in some ways, glad.

When the cancellation of Comedy Vehicle came last spring, he was already planning to take three years away from television to tour this latest show, Content Provider. He had also decided that, if the fifth series happened, he wanted to perform it in a big, grand theatre rather than the working men’s club in Stoke Newington that had hosted the first four. It no longer made sense for “Stewart Lee” to moan about his status as marginal and misunderstood, when, in the real world, he will play to 80,000 people in the first set of London dates at the Leicester Square Theatre alone.

“I’ll be 50 by the time this tour ends,” he says. “I don’t have a pension, we have two kids and a mortgage, and in a way you can’t afford to do television at the moment. Two hours of material kept on the road for two years is worth three times what the BBC will pay for it.

“So my plan was, I’ll do a two-year tour every three years, so that’s me at 51, 54, 57, 60 . . . Five more to retirement age. Ten hours of material. If the audience depreciates by 75 per cent over that time, there will still be enough to shift the mortgage and save a bit for a pension, so that will be all right.”

Last summer, though, the EU referendum result came. He was horrified. “I thought we had beaten the system because we’ve got a house, and the children have their own bedrooms, and then I thought that this house is in a country I don’t really recognise any more.”

Christie rewrote her Edinburgh Fringe show; Lee stayed up for “about a week” thinking through the implications, reworking his routines. The result was “a health scare . . . a high blood pressure thing” that made him question whether he could keep this regime going indefinitely. “The thing I didn’t factor in was being really old and knackered and not being able to do it. So then I thought last summer I really should be able to do something else.”

So it’s just possible that we will be seeing him on television again, or at least something he has written. In September he spent three days staying awake again, this time writing a 90-page comedy script inspired by Brexit. He hopes it will be made, and soon — he’s working on it with Two Brothers, the production company that made The Missing for the BBC — but he’s not counting on it. It is, he says cheerfully, far too full of left-wing bias — even if this tale of a country that has an immigration referendum and then tries to use reality television and social media to control public opinion is rendered with so much left-wing bias that it’s part of the joke. “It’s like a sort of Comic Strip Presents . . . thing.”

In the meantime, career plan A remains in place. Thankfully, he has never been funnier. Occasionally Lee’s yen to stretch the form has been more ingenious than hilarious. Here there’s sociopolitics, but it’s wrapped in a lot of jokes. “I thought I should just do a show that’s really good fun and not worry about reinventing the wheel or have some hugely meaningful comment to make. I felt like being obtuse is a sort of luxury of simpler times, and at the moment everything is complicated enough.

“Writing about things that matter to you politically is a by-product of doing the comedy, it’s not the other way round. Which is why sometimes [the politics] is at the front and sometimes it isn’t. I don’t really care whether people agree with it; I can’t work imaginary markets by trying to have opinions I don’t have.”

Ah, the markets again. Lee, his agent and his promoter part-funded the third and fourth series of Comedy Vehicle, “otherwise they wouldn’t have got made”, and arranged for them to be sold to Netflix. I wonder if he relishes the business side of showbiz. “I think it’s just being old enough that when I got into comedy it was a branch of punk rock, really not a branch of showbiz.”

So I say “entrepreneur”, you say “the do-it-yourself spirit of punk”? “Yes. Which obviously is ridiculous,” says Lee. “But people don’t realise that I’m successful; everybody thinks nobody’s heard of me because I’m not on billboards, but actually the numbers are really good.”

Still, all this DIY can put a strain on a comedian. Christie’s career has taken off since she won the Edinburgh Comedy award in 2013. This year they will both be touring. Yet, apart from babysitters, they do all their own childcare. Should they not get some home help? “Well maybe, but I just feel really awkward about it.” He points out that one of the advantages of stand-up is that he can be free during the day — even if it’s not ideal getting up for the school run at 6.30am every other day if you’re too adrenalised after a show to get to bed until 1am.

“Tonight, for example, Bridget has got a charity gig in Brighton, my babysitter can’t come until 6.10, I am due on stage at 7. So at 6.10 I will get on the bus to the Tube station, I will make it by about 6.55, I will pretty much walk straight on stage and the last thing I did before I got on the bus was finish off helping the children with their homework. So, weirdly, rather than being scary, the two hours on stage is now something like private time, where I can say what I want. I might even have a glass of wine at half-time.” He gurgles with laughter. “It’s actually the best part of the day. I can get away from everyone.”

Whatever else happens with his career, though, something has to give. Until last year he would spend his summer working up his act on four or five mixed-bill evenings a week. For the next tour in 2019 he will probably only do his own small warm-up shows. “Circuit gigs, sadly, have got difficult to be around. I did one last summer, all the other comics were twentysomething, they were very nice, but I was backstage and it feels like the teacher has come into the common room and is making everyone uncomfortable.”

Christie has banned him from seeing her show too. “She says that if your spouse is in the room everyone looks round to see how they are reacting.”

There is, however, at least another year of touring to go. So never mind the admin, how about the comedy — is it still fun? He answers without a pause. “Yeah, I absolutely love it. I read an interview with a famous comedian saying it’s much better to do the O2 Arena than the Hammersmith Apollo because you can do a week’s work in a night. I thought, ‘Why would you want to do that?’ ”

Stewart Lee is at the Leicester Square Theatre, London W1 (020 7734 2222), to January 28, then touring to 2018;