According to a 2010 interview of Martha Wainwright:
When Martha was 14 her father wrote a song called I'd Rather Be Lonely. 'I always felt terribly sorry for the poor woman
I thought it was about,' she has said. 'Then one time Loudon told the crowd: "I wrote this song about my daughter."'
'That hurt,' she says today. 'Dad had taken a year off and suggested we live together [she had been living with her mother in Montreal]. So I moved in with him in New York and it was a disaster.
I was 14, which is a disaster for anyone – I was getting into smoking, drinking and boys – and he was 45, so he was probably having a mid-life crisis."