A search for chargino$-$neutralino pair production in three-lepton final states with missing transverse momentum is presented. The study is based on a dataset of $\sqrt{s} = 13$ TeV $pp$ collisions recorded with the ATLAS detector at the LHC, corresponding to an integrated luminosity of 139 fb$^{-1}$. No significant excess relative to the Standard Model predictions is found in data. The results are interpreted in simplified models of supersymmetry, and statistically combined with results from a previous ATLAS search for compressed spectra in two-lepton final states. Various scenarios for the production and decay of charginos ($\tilde\chi^\pm_1$) and neutralinos ($\tilde\chi^0_2$) are considered. For pure higgsino $\tilde\chi^\pm_1\tilde\chi^0_2$ pair-production scenarios, exclusion limits at 95% confidence level are set on $\tilde\chi^0_2$ masses up to 210 GeV. Limits are also set for pure wino $\tilde\chi^\pm_1\tilde\chi^0_2$ pair production, on $\tilde\chi^0_2$ masses up to 640 GeV for decays via on-shell $W$ and $Z$ bosons, up to 300 GeV for decays via off-shell $W$ and $Z$ bosons, and up to 190 GeV for decays via $W$ and Standard Model Higgs bosons.
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