Jay-Z and Eminem performed a short three song set together atop the Ed Sullivan Theatre last night, which is also home to the David Letterman Show. The three song set included Eminem's new single, "Not Afraid" off of his upcoming studio album, Recovery. Jay-Z went on to perform "On To The Next One" which is the current single off of his The Blueprint 3 album and then the two hooked up to perform their song "Renegade" which was featured on Jay-Z's first Blueprint album. Jay-Z showed up to the Ed Sullivan Theatre wearing a Yankee Blue fitted, a crisp White tee, faded denim, and a pair of White and Obsidian adidas Originals Superstars. Eminem was seen leaving the building with a pair of the Beats by Dre headphones covering his ears and a pair of Nike Air Max's on his feet. The performance will be aired on Friday as a part of the Late Show with David Letterman on CBS.