Lana Del Rey, Brixton Academy, London

Tottering on to the stage at Brixton Academy, which is fit to bursting, Lana Del Rey is demure in black jeans and a black top. Above her head in neon lights are two words: “Del Rey”.

For her first London show in four years, and only the second set since the release of her latest album Lust for Life, Lana doesn’t initially command the stage, Yet, unlike those early disastrous performances on Saturday Night Live and Later…With Jools Holland, she’s no longer dwarfed by live performances. Launching into ‘Ultraviolence’’s ‘Cruel World’, and flanked by two backing singers-cum-dancers, she leans into the scuzzy melancholia of the music, allowing it to slowly raise her up. Halfway through the song, as she reaches for those higher octaves and as her voice begins to thrum with power, one thing quickly becomes clear – Lana Del Rey has found absolution from the heavy expectations of performing.

As she plays ‘Cherry’, taken from the latest album, she allows herself to indulge in some light choreography (to much deafening enthusiasm from the audience), slowly slut-dropping and seductively shaking her ankle. Interestingly, the songs from ‘Lust for Life’ nestle nicely next to ‘Ultraviolence’’s looseness, with Lana clearly luxuriating in the soaring melodies and often maudlin lyrics. The performance of the latter’s title track becomes one of those rare moments where you’re entirely gripped by the music, the live production blanketing over you until you’re smothered under a wall of sound.

Of course, this wouldn’t be a Lana Del Rey show without a heavy dose of hazy nostalgia, but as she whizzes through early tracks ‘Blue Jeans’, ‘Born to Die’, ‘Summertime Sadness’ and ‘Video Games’ — all while meandering from one side of the audience to the other — it’s obvious that the bluesy feel of her subsequent records has rubbed off as she adds self-assured vocal flourishes while comforting Instagram-filtered footage of vintage cars, deserts, ‘90s skateboarders and women in ‘50s bathing suits play out behind her.

Given Lana’s reticence to follow the rules, her set list is unpredictable, and at times bizarre. Avoiding any tracks from 2015’s ‘Honeymoon’, she instead opts for unreleased material in the shape of ‘Serial Killer’, which was recorded in 2012. Even her latest lead single, ‘Love’, doesn’t get the full band treatment. “I’m still getting used to singing it, so bear with me,” she tells the audience, before deciding to go for an a cappella rendition, her voice never wavering. Surprisingly, ‘Ride’, which has been missing from her live shows over the last few years, gets an outing, while the Weeknd-assisted ‘Lust for Life’ is sorely missed.

Ending the hour-long show (there’s no encore here) with a souped-up and serrated version of ‘Born to Die’’s ‘Off to the Races’ – again, complete with choreography — it’s clear that this wasn’t your typical “gig”. Rather, like her latest album, this was a special something for the fans, and before the song is even over Lana is down at the barriers, collecting presents and flowers from the sold-out crowd. She certainly doesn’t colour inside the lines, but this unexpectedness means freedom, and it’s something that Lana Del Rey, her fans and her music thrives on.