Songs Of Lamentation is the name of the programme in which three relatively obscure works by three major 20th-century composers were given a rare performance by the Royal Liverpool Philharmonic Orchestra. Mahler, Strauss and Shostakovich were all acquainted with grief: Mahler for his favourite daughter, taken too early; Shostakovich for his people, under the Soviet lash; Strauss's grief was no less painful for being less personal – he lived through the destruction of a whole civilisation, which he lamented most eloquently in his Metamorphosen.

Strauss' opera Intermezzo is rarely performed: a transparently autobiographical tale of a composer and his needlessly jealous wife, it belongs to the period of Strauss's career when he managed to maintain his production rate even as his muse deserted him. It is very tempting to describe interwar works such as Die ägyptische Helena and Intermezzo as 'workmanlike': but though they suffer from obvious longeurs, they all have their moments of Straussian delight and the music that accompanies the scene changes in Intermezzo are fine examples of these. The RLPO forces under Vasily Petrenko amalgamated the four interludes to provide a fine, if misleading, overture to this concert. In many ways, the interludes are typical of Strauss' mid-period style: descriptive (the strings gave a vivid portrayal of the skating party and the heroine's toboggan ride) and parodic, particularly of the waltzes of Strauss' namesake Johann. This was as good a performance of this oddity as you'll be likely to hear, though I did wonder about its place on the programme: perhaps a bit of lightheartedness before we settled down to the 'serious business' of the main items?

Shostakovich's orchestral settings From Jewish Folk Poetry date from 1964, though the work was composed for piano in 1948, a plaintive response to yet another of Stalin's broadsides against the “formalistic perversions” of contemporary Soviet composers. As a cycle, it tells a simple and superficially uplifting tale of grief overcome: the music, though, tells a different story entirely and the composer's intentions are discovered in the interplay of text and setting.

From the opening, Lament For A Dead Child – a brittle dialogue between soprano and mezzo – the tone was set and we were quickly enveloped in Shostakovich's ambivalent sound world. All three singers, Olga Mykytenko, Jennifer Johnston and tenor Alexey Kosarev, made excellent contributions, evincing woe, terror or – in the bitterly ironic finale Happiness – unconvincing triumph. This was a wholly convincing performance of a work that demands sincerity in execution. Petrenko and his singers, backed up by a large orchestra despite the deceptively light scoring, wore their hearts on their sleeves.

Das Klagende Lied is one of Mahler's earliest works, an (unsuccessful) submission to a composition competition. Based, like the later Das Knaben Wunderhorn, on a poem inspired by an ancient legend, it tells the story of two knights who seek the hand of a queen. When one of them gains the advantage, the other kills him and marries the queen; but the murdered suitor is able to exact revenge from beyond the grave in the form of a ghostly wedding gift.

The most striking aspect of this performance was in showing how closely linked the work is to other early Mahler pieces: the opening growl from the brass might have been the beginning of the Second Symphony. Petrenko presided over this sometimes unwieldy cantata with an authority that recalled the finest Mahler interpreters of the past, and the important contribution of the choir under chorus master Iain Tracey was spectacularly effective. The three soloists were as impressive here as in the Shostakovich and when the piece was brought to a close with another granitic clout from the brass, the audience was left with a sense you normally get from hearing a tale brought to life by an expert storyteller. The whole Klagende Lied had an organic unity that must have been difficult to achieve, but here was a group with the skills to pull it off.

Petrenko celebrates a decade in charge of the RLPO this year: it's been a life-enhancing ten years,  in which the orchestra's fortunes have been transformed, both commercially and artistically. Here's hoping there is much more to come from what is probably the most exciting conductor/orchestra combination in the UK today.