This melancholic piano ballad about the end of a relationship led to fans speculating which former lover Annie Clark, aka St. Vincent, is singing about: I have lost a hero, I have lost a friend, but for you darling I'd do it all again Some said that the song is about Portlandia star and Sleater Kinney musician Carrie Brownstein, whom Annie dated in 2012. Many others believed it was about Cara Delevingne, the supermodel that the singer enjoyed an 18 month relationship with between 2014 and 2016. However St. Vincent told The New Yorker magazine that the track was not about any one person, and instead was a "composite."
Speaking about the track for Song Exploder, Annie Clark explained the lyric "I have lost a hero" is about "our collective heroes" but also is "very personal". She said: "2016 was like the Earth was like, 'Let's purge the Earth of geniuses.' It's very silly to make something like David Bowie's death about me. I mean, it has nothing to do with me, but I will say I was really affected and I cried – I cried for somebody I didn't even know. I don't know if I've done that before. A lot of people were affected by his death. [It was like], 'You can't die.' And then Prince a few months later, and then Leonard Cohen. It was just like, 'What in the world is going on?' But [the song isn't] just about our big heroes."
The song's colourful video was shot by visual artist Alex Da Corte. It was the first music clip he has ever made. "I think Annie's New York is the New York of my dreams-one that is blurry and fractured, dreamy and flat," said Da Corte of the visual. "It is the Toontown to my Hollywood. It is beautiful but slightly out of reach."
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