Lake Street Dive, a band whose musicians met at the New England Conservatory, performed on “The Colbert Report” on Comedy Central on Wednesday night. Singer Rachael Price and friends (right) performed “You Go Down Smooth” from their upcoming album, “Bad Self Portraits.”Mark Shanahan can be reached at email@example.com. Follow him on Twitter @MarkAShanahan. Meredith Goldstein can be reached at firstname.lastname@example.org. Follow her on Twitter @MeredithGoldste.