Take multiple lists into dataframe

Adding one more scalable solution.

lists = [lst1, lst2, lst3, lst4]
df = pd.concat([pd.Series(x) for x in lists], axis=1)

Just adding that using the first approach it can be done as -

pd.DataFrame(list(map(list, zip(lst1,lst2,lst3))))

I think you're almost there, try removing the extra square brackets around the lst's (Also you don't need to specify the column names when you're creating a dataframe from a dict like this):

import pandas as pd
lst1 = range(100)
lst2 = range(100)
lst3 = range(100)
percentile_list = pd.DataFrame(
    {'lst1Title': lst1,
     'lst2Title': lst2,
     'lst3Title': lst3
    })

percentile_list
    lst1Title  lst2Title  lst3Title
0          0         0         0
1          1         1         1
2          2         2         2
3          3         3         3
4          4         4         4
5          5         5         5
6          6         6         6
...

If you need a more performant solution you can use np.column_stack rather than zip as in your first attempt, this has around a 2x speedup on the example here, however comes at bit of a cost of readability in my opinion:

import numpy as np
percentile_list = pd.DataFrame(np.column_stack([lst1, lst2, lst3]), 
                               columns=['lst1Title', 'lst2Title', 'lst3Title'])

Adding to Aditya Guru's answer here. There is no need of using map. You can do it simply by:

pd.DataFrame(list(zip(lst1, lst2, lst3)))

This will set the column's names as 0,1,2. To set your own column names, you can pass the keyword argument columns to the method above.

pd.DataFrame(list(zip(lst1, lst2, lst3)),
              columns=['lst1_title','lst2_title', 'lst3_title'])