St. Vincent returned to The Late Show With Stephen Colbert last night after her recent residency with the house band Stay Human, where among other things, she performed Fleetwood Mac’s “Dreams.” This time, she performed “Down” with Louis Cato and the band. Watch it happen below.

St. Vincent’s sixth studio album, Daddy’s Home, was released last year. As well as “Down,” the album included the singles “Pay Your Way in Pain,” “The Melting of the Sun,” and the title track. Last year, she also shared the soundtrack for The Nowhere Inn, her collaborative film with Carrie Brownstein.