The 17-year-old singer from Malvern broke down during her rendition of the Shakespeares Sister classic on Saturday's Halloween-themed live show.
Speaking to X Magazine about the significance of the track, Lloyd backed up reports that she was singing the song in memory of a late relative.
"It was my way of saying goodbye to someone who passed away while I was here. I couldn't go to his funeral because of paparazzi," she said. "I hope I've proved my point now."
She said: "It's changed everything, it's changed my dad's life, my mum's, my sister's. To make my dad proud. I can now hold my hands up and say I've done what I wanted to do."