Steam has lift comparable to Helium. Nothing beats hot Hydrogen. So.... a hot hydrogen rigid wrapped with a limp steam blanket.
https://en.wikipedia.org/wiki/Thermal_airship
The Flying Kettle Project - balloons and airships filled with steam!
The other half of the equation is light-weighting. R. B. Fuller contended that as size increases the ratio becomes more favorable. His
Cloud Nine design was an open framework that maintained a 1 degree temperature difference but let the wind blow through it.