1. You are not alone.
2. You are not by yourself.
3. You are not yourself.
4. You are not lone.
5. You are not lonely.
(Are they all the same? Do they have the same meaning?)
1 and 2 mean the same thing.
3 means you're acting strangely and not as you normally do.
4 is not correct.
5 means you are not feeling lonesome.