The Lost Daughter is a complicated movie, and writer/director Maggie Gyllenhaal, working from a novel by Elena Ferrante, never shows a sign that this is her first time behind the camera. It's a film about women and motherhood, told from the perspective of a woman, and Gyllenhaal's guiding hand ensures that no matter how upsetting some of the main character's action are, we still see them as part of a continuum of stereotypes that still try to force women into roles concocted by men.
Olivia Colman has the showier role as a middle-aged professor, Leda, in the modern-day segments. Jessie Buckley plays the same character 20 years earlier, and for once, the back-and-forth timeline is useful rather than ostentatious. It's a bit like the Robert De Niro scenes in The Godfather: Part II, where we learn a lot about Vito Corleone when we see his formative years. Buckley's Leda is an often-overwhelmed mother trying to balance her family life and her academic work, and it's not hard to see how this eventually turned into the Leda played by Colman. As others have noted, though, Gyllenhaal is not judgmental. Leda/Buckley can be a mess, and she doesn't always act in the perfect way with her kids, but the portrait Gyllenhaal and Buckley present does not make Leda into a monster or an angel. She's a woman of many parts, like most real people.
If the earlier Leda scenes help us understand the later Leda, that doesn't change the fact that Leda/Colman does act at times in ways that are hard to accept. Gyllenhaal may think she is avoiding a judgmental approach here as well, but Leda commits one act which is meanspirited in a way that makes her unlikeable. And yes, it's a burden for women to have to always be likeable, but the Leda of 20 years ago never falls into meanness. We may feel we know why Leda steals and hides a little girl's doll, but it's a mean act nonetheless, and I felt it the film passes judgment in ways that it mostly avoids.
Ultimately, The Lost Daughter is an excellent film that announces a new writer/director talent that we might have thought we already knew. (Ironically, as I think of Gyllenhaal's accomplishment, I can't help but connect it to her character arc in The Deuce, where she begins as a prostitute turned porn actress who eventually finds some power by becoming a porn director.)