The quote captures the multifaceted identity of the character Lolita as perceived by the narrator. In the morning, she is simply "Lo," a youthful and innocent girl, suggesting a sense of vulnerability and purity. As she transitions into her different roles throughout the day, such as Lola in slacks and Dolly at school, each name highlights a different aspect of her personality and the different contexts in which she exists.

This exploration of identity culminates in the intimacy expressed when the narrator refers to her as "Lolita" in his arms, indicating a specific, personal connection. It underscores the complexity of her character, where each name represents a distinct facet of her life, yet the name Lolita signifies a deeper, more profound emotional bond that transcends the superficial labels placed on her by society.