The first two are similar, talking about who shares your residence. Perhaps “alone” is slightly negative and “by myself” slightly positive. “On your own” suggests financial independence and being responsible. My Dad’s been living alone since my Mom died. He hates it. I love living living by myself. I hate to compromise. My son’s living on his own now. (He might be by himself. He might have a roommate. But he’s independent of his parents.)