Lear learns a valuable lesson, though the lesson comes at a great cost.
In his reconciliation scene with Cordelia, Lear accepts that he is "a very foolish fond old man" and realizes that he is "not of perfect mind."
To gain this insight, Lear has lost nearly everything. His family, eventually all of his daughters, along with his self-respect and his sense of owning a whole perspective - all are lost to him and replaced by a humble sense that he is not what he had once imagined himself to be.
To me, the fact that Lear makes up with Cordelia and comes to love her again is a definite positive outcome even though she ends up being killed.
When I first read this play, I was deeply saddened by Lear's rejection of Cordelia's love for him. I thought that it was a very happy thing when he reconciled with her because it is not at all good for parents and children to be estranged. So this, to me, is a very positive outcome even though both Cordelia and Lear die. At least they die each knowing the other truly loved them.
I guess there is little that is positive, but it depends on how you define positive. In a sense, by the end of the play, evil has cancelled evil out. Goneril kills Regan then kills herself, and Edmund is finally killed by Edgar. So at least the forces that have caused so much harm and damage to the kingdom have been disposed of. If there is a "silver lining" to the ending, it lies in the fact that it is Edgar who survives and is charged with the daunting task of ruling and sustaining the "gored state." He has proved himself to be a good man and a worthy ruler through his actions in the play, and so perhaps we can take hope in the way that we are sure he will toil ceaselessly at his job and work to restore peace after the chaos that has been caused during the play. Apart from this though, it is rather a grim ending, even for a Shakesperian tragedy.
It is not easy to find examples of positive or redemptive elements at the end of King Lear. If there is anything hopeful, it might lie in the lesson that is learned or gained. The characters themselves might have recognized this too late. Certainly, this is true for Lear. The notion of being able to recognize truth in emotional bonds is something that Lear learns at too late of a point. Cordelia spoke less and was not as flowery as Regan or Goneril, but loved her father the most. The lesson at the end of the drama lies in being able to recognize truthful essences that lie after stripping away all of the pomp and circumstance. When Lear strips down to his very essence during the storm, it is a moment that speaks profoundly to all about the need to find "truth" that lies underneath layers or veneers of social conditioning or personal construction. In this light, the play speaks to being able to find truthful connections in emotions and in our interactions. Lear and his own folly becomes a cautionary tale for others about how not to live their lives and what not to do.