Though their relationship was at times a challenging one, Lee was her sister's biggest protector
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Lee Radziwill and Jacqueline Kennedy Onassis had a complicated relationship but when Jackie needed her younger sister most, she was there.

On Friday, Lee died at her home at 85 in New York City, her daughter Anna Christina Radziwill confirmed to the New York Times.

Though their relationship was at times, challenging, Lee was by her side in 1963 after Jackie’s husband John F. Kennedy was assassinated.

Sharing his memories of that time, Clint Hill — Jackie’s secret service agent who was with her almost every day for nearly four years — said Lee did “everything she could to support her sister.”

Following the news that JFK had been assassinated, Lee — who was then married to Prince Stanislaw Albrecht “Stas” Radziwill —flew from her London home to Washington D.C. to be at her sister’s side, Hill told PEOPLE.

“She came to Washington. She got there before Stas did; a day before, to be with Mrs. Kennedy,” Hill recalled. “She went with us that following Thursday, which was Thanksgiving Day. We flew up to Cape Cod so that Mrs. Kennedy could talk to the President’s parents.”

From left: John F. Kennedy, Jacqueline Kennedy, and Lee Radziwill

“She remained with us pretty much during that entire time until Mrs. Kennedy and the children moved out of the White House on December 6th and moved to Georgetown,” Hill, the author of Mrs. Kennedy and Me and Five Days in November recalls

In the months that followed, Jackie leaned on Lee, taking a trip together to Florida, along with Stas and their two children that Christmas. Lee tried to comfort her heartbroken sister.

“They would be together privately in the bedroom, and Lee was there, supporting her,” Hill said. “Mrs. Kennedy was in shock.”

Lee Radziwill and Jackie Kennedy Onassis
| Credit: Ron Galella/WireImage

“I think Lee was trying to do everything she could to support her, lend an ear if she wanted to talk or hold her hand if she needed that,” he continued. “Whatever it was… She didn’t go out hardly at all during that period of time; remained pretty much housebound for a while.”

Lee returned to Europe with her family after Christmas, leaving Hill with a grief-stricken Jackie. But Lee was also struggling with her grief Hill said.

“[Lee] was very, very sad,” he said. “She and President Kennedy got along well. She just did everything she could to help Mrs. Kennedy during that period of time.”

JFK’s funeral

In her later years, Lee revealed her heartbreak over the loss of her brother-in-law and the loss of her son Anthony Radziwill.

“[I remember it] as if yesterday. It was in the evening, in London. Stas came running up the stairs, his voice and face in shock. I started crying… uncontrollably,” she recalled to the New York Times. “For hours. Finally, he said, ‘Lee, you have to get ahold of yourself,’ and I stopped, suddenly.”

“It was the last time I have ever cried. I’ve never cried since, never,” she continued. “Anthony’s death [of cancer in 1999] was equally soul destroying, but with an illness, it’s so distressing . . . coupled with his bravery throughout it. I could only cry inner tears. When he died, I was already cried out.”

Treasury Secretary Douglas Dillon presenting a citation for “exception bravery” to secret service agent Clinton J. Hill

Throughout her more than eight decades, Lee — the daughter of Janet Norton Lee and John Vernou “Black Jack” Bouvier — was celebrated for her stylish flair and her passion for the arts.

Although she lived a life of luxury and privacy, the mother of two — she also shared daughter Anna Christina with Stas — could be candid in her rare interviews.

Lee Radziwill with ex-husband Stanislaw Albrecht Radziwill and their children Anna Christina and Anthony
| Credit: Anthony Wallace/ANL/REX/Shutterstock

And while many have suggested the sisters were rivals in their time together, Lee said that wasn’t the case exactly.

“It’s just the most ludicrous talk in the world that we’re rivals,” she explained to PEOPLE for a cover story in Nov. 1, 1976 issue. “We’re exceptionally close and always have been. We’re together very often. In fact, endlessly.”

As for living in her sister’s shadow, Lee told to PEOPLE, “I’m nobody’s kid sister. I think it’s time to make up a new story or go to bed.”