Born Bessie Lee Pittman in the Florida Panhandle, the daughter of a nomadic millwright, she erased her impoverished origins to become Jacqueline Cochran, a hairdresser at Saks Fifth Avenue who married Wall Street magnate Floyd Odlum, learned to fly in three weeks, and built the Wings to Beauty cosmetics empire. This deep dive treats her as a real-life Jay Gatsby, examining how a woman who invented her own history still made so much real history.

We trace her staggering aviation records, her command of thousands of women pilots in World War II, and the ego-driven contradictions that turned a champion of women into an obstacle for the next generation. Her drive pushed her through the sound barrier but also poisoned her view of the women who might follow her.

• Winning the grueling Bendix transcontinental race in 1938 and flying a bom ...