Lost Daughter is a drama about a family driven apart by tragedy. Ever since Sheng divorced from her mother (Chiung-Hsuan Hsieh), Shin grew up without much of a relationship with her absentee father. However, she did start to develop a relationship with her half sister, who came to Taiwan to live with Shin. The question that is asked throughout the film is whether Shin could have stopped Lien's death or if her demise was tragically a result of Lien's depression and sleep disorders.
The title of Lost Daughter can be seen as having a double meaning. First there is the literal lost daughter in the deceased Lien, but the title can also reference Shin's relationship with her father, with her often being thought of as merely "Lien's sister." While Lost Daughter does become a bit too melodramatic at times, particularly the very extreme vitriol Lien's mother has towards Shin, the film is still a compelling family drama.