What happens at the end of The Lost Daughter?
Early in the film, Leda notes Elena's obsession with her doll. The young girl is always seen playing with her, and it becomes a source of great fascination for Leda. During a day spent at the beach, Elena briefly goes missing and the family frantically searches for her. They eventually find her, but her doll is also missing. Young Elena becomes hysterical over her missing doll, and is unable to be soothed. The family go to great lengths to find the doll, even going so far as to post missing posters of it, but the search is fruitless. We then come to learn that Leda has stolen the doll and is keeping it in her apartment, but her motives for doing so are unclear. While holding the doll, Leda has another flashback of her two young daughters, Bianca and Martha, and recalls her frustrations with raising them.
Later, Leda discovers that Nina is having an affair with the resort assistant, Will (Paul Mescal). She agrees to keep their tryst a secret, offering up her apartment for the pair to spend time together privately. It becomes obvious that Nina's husband is involved in some kind of criminal activity, and Nina fears he may kill her if he discovers the affair. We also discover that Leda had an affair, making the decision to abandon her husband and her daughters. This explains her instant obsession with Nina, who reminds Leda of her younger self.
During a confrontation in Leda's flat between her and Nina, Leda describes herself as an "unnatural mother", and admits that the emotional struggles of motherhood never go away. She then confesses to stealing Elena's doll, and tells Nina that it was her way of "playing." Nina becomes enraged at the revelation, stabbing Leda in the abdomen with a hatpin. Nina then flees the apartment while Leda begins to bleed. She gathers her things and flees, but stops her car at the nearest beach and collapses on the shore.
She wakes up the next morning to a phone call from her daughters, who expressed their concerns that their mother may have died. Leda touches her wound before responding, "No, I'm alive actually." She then begins to peel and eat an orange (a pastime that she would enjoy with her daughters), and asks them to tell her what's been happening.
We then flashback to Leda eating an orange with her daughters while they were younger, as she continues peeling her orange and speaking to them on the phone in the present day.
What does the end of The Lost Daughter mean?
While Leda does in fact confirm that she's alive at the end of the film, it has been left open to audience interpretation. The final scene is shot in a dreamlike sequence, and the strange appearance of an orange makes it seem as though it may not in fact be real.
Is it the same ending as the book?
The film's ending actually has a key difference to that of the book, which may offer more answers as to whether or not Leda is actually alive.
In the novel, Leda and Nina have the same altercation, resulting in the stab wound, but when she receives a call from her daughter, the conversation plays out very differently.
The daughters say: “Mama, what are you doing, why haven’t you called? Won’t you at least let us know if you’re alive or dead?”
Leda then responds: “I’m dead, but I’m fine.”
The novel follows a non-linear structure, and begins with Leda in hospital after crashing her car near the beach. There, she is joined by her friends and doctors, but does not want to explain what actually happened to her. So, Nina survives, but is keeping dark secrets from her loved ones.
Speaking with The New York Times, Maggie Gyllenhaal (who produced the film) explained that the book and film were in line with one another.
“I found that adapting actually used a similar muscle to the one that I have used as an actress in terms of taking a text, whether it’s excellent or has got problems, and figuring out the essence of this piece of material. I also really did do what [Ferrante permitted] and changed many, many things but I really believe that the script and the film are really in conversation with the book.”
So, while it remains unclear whether or not Leda is alive, it's up to the viewer to decide her fate in their own minds.