On record, Sharon Van Etten is downright exhausting. Because it often seems like she’s putting her entire emotional and physical being into the vocal performance, it’d be reasonable to wonder how she could match — let alone come close to — that gripping sensation of longing and heartbreak in a live setting.

During her stop at Mr. Small’s Theatre on Thursday, Van Etten frequently matched the emotional sincerity and hopelessness of her studio work but it’s a relief that she also made room for some fleeting moments of joy.

Perhaps just as essential as the pleading, sorrow and devastation on her best-yet fourth LP Are We There is an outtake tacked on at the end of its closing track, “Every Time the Sun Comes Up,” which finds Van Etten and bandmate Heather Woods Broderick in hysterics after a botched rendition of an earlier album cut, “Nothing Will Change.”

Broderick, who takes keyboard and backing vocal duties on tour, exchanged many a smile with Van Etten throughout the night — even during some of the more draining numbers. With their almost sisterly chemistry and gorgeous harmonies, it’d be tough to suppress the satisfaction.  

In between songs, Van Etten also kept things breezy by responding to loud proclamations of “I love you,” with retorts like, “You don’t want to know me like that.”

Van Etten wisely stuck to her latest album, performing 10 of the 11 tracks on Are We There, but also made room for a few from her last two LPs, Tramp and Epic. Based on the setlist distribution, she seems to share the affection for her new album — so much so that it may be overwriting her memory of past successes.

“Leonard,” a song from Tramp, required two false starts before getting some help on the lyrics from her band. For a self-serious and pretentious performer, this moment might have been an embarrassing deal-breaker but for Van Etten, it was just another endearing glimpse into her laidback approach to musical therapy.

When Van Etten hit her stride on the more bracing centerpieces — “Afraid of Nothing” and “Your Love Is Killing Me” from Are We There and “Don’t Do It” from Epic — the results were appropriately chilling. Her hair often covered her eyes like an impenetrable wall but Van Etten compensated for any lack of eye contact with her near-perfect vocal strength and timbre. During the most impassioned wails, she reeled her head away from the microphone to look skyward, for the rare display of physical reaction.  

The band mostly went about its business on autopilot since so few Sharon Van Etten songs call for an overwhelming sonic punch. But for the more lively numbers, such as “Don’t Do It” and the rollicking “Serpents,” Van Etten’s supporting cast swelled with propulsion to make her seem more rock-star than vulnerable singer-songwriter.

Opening for Van Etten was Jana Hunter, frontwoman for Baltimore’s ethereal dream-rock outfit Lower Dens. Hunter’s last stop in Pittsburgh was at WPTS Radio’s Fall 2012 concert with the band but this time she was only accompanied by her electric guitar and laptop.

That laptop brought backing tracks for a gloomy cover of Hall & Oates’s “Maneater” and five excellent new Lower Dens songs from an, as of yet, unannounced album. The new songs were just as textured and hazy as we’ve come to expect from the band but also featured some more conventional nods to that “rock” half of the dream-rock tag, including bigger choruses and even a few guitar solos.

Hunter said after her set that the new Dens album should be expected sometime early next year, so Van Etten fans who showed up early have already heard what should be one of 2015’s first great records.