On the coldest March day in Britain since records began, these Russian musicians arrived in London just after the wintry weather had blown in from their country. As if to compensate, they showed us what Russia has to offer to raise the temperature, in the form of three masterpieces from two of their greatest sons. Not so much what our weather forecasters called the ‘Beast from the East’ as a feast from the East.

Tchaikovsky’s Romeo and Juliet is an early masterpiece, occupying a similar place in his work to the tragedy in Shakespeare’s career. It opens with solemn music associated with Friar Laurence, but then “two households… from ancient grudge break to new mutiny” and the orchestra bursts forth with irregular rhythms and crashing cymbals. And how the bellicose citizens of fair Verona piled into each other at this performance! “Both alike in dignity” those households may be, but they were alike in ferocity too. When the sensuous love music of our “star-cross'd lovers” took centre-stage, these strings showed they could sing as well as sting. The throaty vocal quality of their lower and middle registers was special, even if the upper range was more steely than silky. Polyansky’s view was basically a central one, with familiar tempi and phrasing, but there was nothing routine about the playing he obtained from his band.

Valentina Lisitsa caught the mood too, playing Rachmaninov’s Third Piano Concerto as if her life depended on it. The concerto has the reputation of being one of the hardest in the repertoire, but she is an authentic product of the Russian school and possesses in abundance the only two things any one of us needs to play this piece – a transcendental technique and a titanic temperament. To which I could add stamina, since the score was performed uncut and in the first movement cadenza she opted for the ossia (longer, harder, more dense) version. Even the composer didn’t record or play that one (according to Horowitz, who gave that as the reason he didn’t play it either). But then stamina would not worry a woman who has played all five of Rachmaninov’s works for piano and orchestra in one concert.

She displayed a true poetic feeling when needed, but it is the sheer bravura that will live in the memory, the formidable accuracy with no compromise in tempo to get round the trickiest corners. Much of her playing was as fiery as the blazing red of her sumptuous gown. She likes a big sound too, even if that meant going through her tone at the loudest moments. It was a performance that left me feeling other performers somehow apologise for this work. Lisitsa believes in every bar. Not everyone would have liked it as much as the Lisitsa fans who leapt up to cheer (and in some cases, did not return after the interval). Quiet playing was in short supply, but all except stylistic purists should add ‘Lisitsa live in a Rachmaninov Concerto’ to their musical bucket list.

The fate motif that launches Tchaikovsky’s Fourth Symphony is a loud fanfare for the horns, repeated by trumpets underpinned by trombone and bass tuba. The score bears no expression mark, but surely the only reason the composer omitted to add “As baleful a sound as can be imagined” was because his inner ear heard it played by a Russian brass section. From then on, it was a revelatory experience to hear this very familiar piece in orchestral timbres associated with Soviet-era LPs – when the slightly coarse but so compelling trumpets recalled the fate motif in the finale, it was a summons from Hades. The oboe and bassoon in the second movement were especially distinctive, but so were each of the winds. As a result wind chords were less blended, more acerbic, and – a big benefit in this music – less often swamped by the strings. Those strings produced a fiercer, less smooth sound than Western orchestras, but were athletic; the third movement was taken at quite a lick, and superbly drilled. But then whole string sections playing entirely pizzicato have nowhere to hide imprecise ensemble. Valery Polyansky, known here mainly from discs as a choral conductor, displayed fine symphonic credentials.

After concert hall Tchaikovsky, encores came from his glorious stage music. In the Dance of the Sugar-Plum Fairy and the Sleeping Beauty Waltz we were transported to St Petersburg and the heyday of Imperial Russia, and sure that this was just how the music sounded. Then out into London’s Sloane Square, but with the snow still drifting down, and such music-making in our ears, it might have been the Nevsky Prospekt.