Lorde, who took the stage Sunday, debuted a song titled "Homemade Dynamite" which is set to appear on her forthcoming second album Melodrama.
Described by the singer as a tale about "the ups and down of being a twentysomething," the new song detailed an exciting night out The Los Angeles Times reported.
Lamar also performed new songs on Sunday from his recently released fourth album Damn before he was joined onstage by Travis Scott for their collaboration "Goosebumps" and then later Schoolboy Q to rap "That Part" sans the singles other featured artist Kanye West.
Also in attendance during Lamar's set was Future to perform his track "Mask Off" with Lamar serving as a hype man.
For Gaga, who is standing in at Coachella for a pregnant Beyonce, the pop star performed songs such as "John Wayne," "Born This Way" and "Sexxx Dreams" Saturday before launching into a piano ballad version of "The Edge of Glory."
Gaga then performed a new single titled "The Cure" for the first time in public which she announced to the audience was available to purchase on iTunes.
On Friday, Radiohead's headlining set was marred by technical difficulties as the sound system repeatedly cut out during their performance.
Radiohead frontman Thom Yorke had exited the stage in frustration before returning to address the audience by joking, "Can you actually hear me now?"
"I'd love to tell you a joke, lighten the mood, something like that. But this is Radiohead," he continued.