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This song is about Billie Holiday. Her nickname was Lady Day. It's about her tragic life and tragic death; and although she is missed, she is now free.
![Cover art for Lady Day [#] lyrics by Frank Sinatra](https://images.songmeanings.com/61530bb3-e2e9-45c7-b6d4-0f0c6be63a8e.webp)
This song is about Billie Holiday. Her nickname was Lady Day. It's about her tragic life and tragic death; and although she is missed, she is now free.