Again, you are just making a long noun phrase. The modifying clauses like
which defines your lifestyle do not supply the necessary verb.
Here are some non-sentences like the ones you are making:
The boy who laughed. What about him? The boy who laughed did what?
You can change this to: The boy laughed. Or The boy who laughed was dressed in green.
The box that is in the corner. What about the box? The box that is in the corner is blue? is old?
You can change this to: The box is in the corner. Or The box that is in the corner is large.
You can make your phrase into a sentence:
Power, performance, luxury, and comfort define your lifestyle.
CJ