Earlier quoted context omitted.
It's extra stuff that should be in the standard library but isn't. These days, a lot of it is actually in the standard library - for example, array maps - and invoking lodash just calls the es5/es6 built in, with a slightly uglier syntax.
The most important feature is chaining and lazy evaluation. I think the most useful functions are the typechecking utilities (typeof in javascript is the most useless keyword the human kind engineered in a language). In the end is a very nice library to work with when it does not get in the way (of course, if you are using `_.each([], fn)`, you should think again and use `Array#forEach` or a nice `for`)
You probably shouldn't if you're in a hot path. LoDash actually outperforms some native ES5 features, Array#forEach being one of them IIRC.