Natalia Goncharova was an avant-garde Russian painter and a seminal name in Sergei Diaghilev’s Ballets Russes, where she designed brilliant sets and costumes. Igor Stravinsky called her work “ingenious but simple and unified.” Palazzo Strozzi’s exhibition, produced and organized in conjunction with the Tate Modern of London, presents Goncharova shoulder to shoulder amid male peers—still holding her own. —L.J.