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"Left Alone" is a jazz song written by singer Billie Holiday, and pianist/composer Mal Waldron and published by E.B. Marks.
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Background
This is one of seven songs written by or co-written by Holiday that she never recorded.
Mal Waldron began working as pianist for Holiday in mid-1953. Holiday had intended to record the song a number of times but "always forget the damned sheet music." However, Waldron himself recorded the song on his 1959 album Left Alone, and near the end of the LP discusses the origin of the song.
Recordings
Waldon frequently performed the song for albums, often with tenor saxophonist Johnny Griffin (who also played on the Left Alone album). Version are included in Mal: Live 4 to 1 (1971), Like Old Times (1976), Left Alone '86 (1986), Into the Light (1989), My Dear Family (1993), and Left Alone Revisited (2002).
Other jazz performers who've recorded the song include:
An instrumental version of the song appeared on Joe Satriani's Time Machine in 1993. The Satriani version, titled "All Alone", was released as a single, reached No. 21 on Billboard's Mainstream Rock chart and received a nomination for Best Rock Instrumental Performance at the 1995 Grammy Awards.