Despite possessing all the criteria for major pop stardom, Canadian Allie X hasn't really broken the mainstream yet – a fact I'm sure the small crowd around me are pretty happy about. From the emulative black-on-black outfits of some attendees to the overheard nerding-out of others, it's clear tonight's show low on casual listeners, and I feel that familiar mix of excitement and displaced guilt you get watching gifted artists in ill-fittingly tiny venues.

Luckily the size of the gig works totally in Allie's favour, whose live show borders on performance art. As the venue's drapes draw back to reveal her, she is a picture of exhausted Hollywood glamour; thick red lips and alabaster parlour set off against a too-fixed stare and movements sharp and unsettlingly. When the first bars of vintage gem “Bitch” open her set, her classical falsetto is a shock to the system, pitch-perfect and tripping expertly between angelic and furious.

The set list is a reminder of just how much fantastic pop Allie has under her belt. When her modest two-piece band slam into “Catch” – probably her biggest hit this side of the Atlantic – it is as fresh as it was two years ago, provoking a early, shy sing along from the crowd. The massive synths of “Old Habits Die Hard” and “Paper Love” inspire abandon in the front rows, even those who evidently don't want to mess up their hair. And during “All The Rage” – a song about clinging to the spotlight when you've passed your prime – Allie plays the drama queen with fists pumping and mouth stretched back in a maniacal grin.

But it's “Need You” – from her new album CollXtion II – that totally floors me. If you've ever had a hard time getting over someone, this song hurts to hear, even on the record. Live and up close though, you can feel Allie barely hold herself together. Each word feels fresh from the break-up. This marks the first time she's let the audience see her eyes, framed almost permanently by large black sunglasses. Her bare gaze fixes blankly to the back of the room, hands reaching weakly out for something stable. It is the kind of melodrama that has so much potential to go wrong, but here, the room is transfixed.

And this is where I try to bring in a reference to another female artist without making an insulting or pointless comparison. Let's talk briefly about Lana Del Rey.

Now in theory, I love the idea of Lana Del Rey – the affected, death-obsessed heroine crooning about addiction, depression and excess. It's just the execution always felt hollow to me, with the trite post-modernity and the Twin Peaks references. Like, you could see the industry strings underneath.

Allie X is everything we want from Lana, and some. The drama of her exceptional voice, the range of her songwriting, the deep commitment to her aesthetic - she performs a frailty and ferocity that deserves all those sponsorships and chart spots Del Rey scoops so effortlessly. The way she “lifted the veil” over the course of this set - starting out mechanical and cold, shifting through rock-star like, to grin and giggle her way through the last few tracks - was masterful. This was the work of a remarkable artist and we should be desperate for her return, on a deservedly bigger stage, as soon as possible.