Donald Trump, Kellyanne Conway, Stephen Bannon Attend Lavish Costume Party at Donor's NY Estate

— -- It's a bird, it's a plane, it's .... Kellyanne Conway?

Trump's senior adviser wore a Superwoman costume to a lavish annual holiday costume party -- whose theme this year was "Villains and Heroes" -- held Saturday night at the Head of the Harbor, New York, estate of hedge fund manager and influential Trump donor Robert Mercer. His daughter, Rebekah Mercer, ran a pro-Trump SuperPAC.

The president-elect arrived at the property -- dubbed "Owl's Nest" -- located on Long Island's affluent North Shore, with Conway, but he opted not to wear a costume.

When asked by ABC News outside the home what costume he was wearing, Trump pointed at himself and said "me."

As Conway -- obviously embracing the "hero" aspect of the party's theme -- exited an SUV, she chimed in, "a hero all the way!"

And she tweeted a photo of herself with Trump, writing, "Honoring the ultimate hero at the Mercer "Heroes and Villians" party on Long Island. Crowd thrilled w/ surprise!"

Party-goers cheered "Trump won! Trump won!" as the president-elect entered the party.

Joining Trump and Conway was incoming White House senior counselor Stephen Bannon, who also did not wear a costume. Neither Melania Trump or the Trump children attended the blowout bash.

The Mercer estate was decorated with depictions of good and evil, such as angels and devils, according to The Associated Press. And party staffers also looked the part, dressing as Hell's Angels motorcyclists and Salvation Army volunteers.

ABC News' Alexander Mallin contributed to this report.