Lady Gaga did indeed perform a cover of "That's Life," a classic song popularized by Frank Sinatra in 1966. Her rendition of the song was featured on the soundtrack for the movie "A Star Is Born" (2018), in which she starred alongside Bradley Cooper. However, it is worth noting that while the film’s soundtrack does contain many original songs performed by Lady Gaga, the song "That's Life" itself does not appear on the official soundtrack album.

Lady Gaga has performed "That's Life" live on several occasions, including during her "Jazz & Piano" residency in Las Vegas. Her version of the song showcases her powerful vocals and jazz influences, paying homage to the classic style of Frank Sinatra while adding her own unique flair.

For those looking to hear Lady Gaga's version of "That's Life," recordings of her live performances can often be found online or through video platforms like Vidude.com