Dubbed ‘New York’s finest chanteuse’, Lady Rizo is well on her way to becoming cabaret royalty in London as well. She has stormed consecutive Edinburgh Fringe festivals and is now back at the Soho Theatre in a gloriously personal show.

A bewitching combination of Lady Gaga, Jessica Rabbit and Ella Fitzgerald, the soulful Lady Rizo is the genuine article. Her repertoire ranges from the theatrical to the intimate, with a clever knack of making the classic sound new, and the new feel effortlessly timeless. ‘Close to You’ lilts into ‘Pure Imagination’, ‘If I Were Your Woman’ takes on a different heart-breaking truth, and ‘Bang Bang (My Baby Shot Me Down)’ feels fresh and newly menacing. The original compositions included this time round include a brilliant love song for the internet generation, ‘I Google You’, and the haunting lullaby for adults ‘Cherry Lane Saint’, both taken from her delectable debut album, Violet.

The new compositions are striking and stand up well next to the well-known jazz classics and pop songs that punctuate the show. Musical director and collaborator Yair Evnine is also superb; he tirelessly and flawlessly accompanies on a variety of instruments from cello to acoustic guitar. His unorthodox, oftentimes stripped back arrangements are an utter joy. The songs are woven so cleverly into the anecdotal storytelling that it feels as though everything she sings was written specifically for her, at this time, on this night, on this stage. Perhaps this is some sort of theatrical alchemy.

As ever, the show is intrinsically glamorous, but this incarnation of Lady Rizo has a more vulnerable edge than seen before. Lady Rizo’s ‘creation story’ has been touched upon before, yet she now goes further, probing more and revealing more, particularly focusing on her youthful love affairs, heartbreaks and a bitterly failed marriage. There is a sense of real exposure, of emotional nakedness, of pain and heartache that clings to the 1950s glamour of this diva like an intricately woven cobweb on an old dress. It is something that is indescribably, tragically beautiful.

Her story takes on an almost mythic quality when combined with her undying belief in the higher powers love and passion, which can only be illustrated by her incredible vocals and only equalled by her piercing sense of humour. The woman is a powerhouse.

The show is not without Rizo’s trademark camp wit, mischievous audience interaction and teasingly risqué onstage costume changes. “I have trouble with personal boundaries,” she whispers, while managing to sensually sprawl on the lap of an unwitting audience member. It must be said that she is not your grandmother’s lounge singer, crooning out respectable standards. And thank goodness for that; it is her openness, her candid honesty and her unswerving commitment to creating an exchange between artiste and audience that make the show unshakably beautiful. Rizo’s show is intelligent and well-crafted in a way that one does not often see in the world of cabaret; the attention to detail is remarkable, and yet the performance feels organic and spontaneous. The perfect balance of innate talent, phenomenal skill and utterly raw emotion.

Her eclectic aesthetic, her luscious vocals and her genuine gift for connecting with an audience are something special. This kind of talent does not come along very often. It is impossible not to love the divine Lady Rizo.

Lady Rizo is playing at the Soho Theatre until 20 September. For more information and tickets, see the Soho Theatre website.