The cover was part of Lorde's performance at the 2018 Ally Coalition Talent Show, an annual benefit held by Jack Antonoff, Rachel Antonoff, and The Ally Coalition that raises funds for new initiatives to support home and at risk LGBTQ youth. This year, Lorde is joined by Kacey Musgraves, members of The National, Bleachers, members of Spoon, comedians Aparna Nancherla and Phoebe Robinson, and more.
Last year, Jepsen herself performed at the benefit, playing a stripped down version of the beloved saxophone anthem. The night also ended with a group cover - including Lorde, who was there as well - of "Go Your Own Way."
Watch a snippet of Lorde's cover below.