insertionSort should in Python be insertion_sort [1].
Also, there is not much point in returning the input array.
What comes to your implementation, the line if lst[i] < lst[i-1]: does not buy you anything; remove it.
Finally, there is a variant called straight insertion sort that minimizes the number of assignments by the factor of 3:
def straight_insertion_sort(lst):
for i in range(1, len(lst)):
save = lst[i]
j = i
while j > 0 and lst[j - 1] > save:
lst[j] = lst[j - 1]
j -= 1
lst[j] = save
You can find the demonstration [2]. It looks like this:
insertionSort in 2941 ms. straight_insertion_sort in 1977 ms. Algorithms agree: True
References
[1] PEP 8PEP 8
[2] Demo program
Hope that helps.