You may also recognize the word as the name of the popular video game Eldritch, inspired by the stories of H.P. Lovecraft, who often used the word in his horror fiction.
On the surface it seems simple: Lovecraftian Horror: written in the style of or employing many elements of horror fiction written by H.P. Lovecraft. Cosmic Horror: based on the ideas of Cosmicism as described by H.P. Lovecraft.