Lake Shore Boulevard (not Lakeshore) starts at the western border of the City of Toronto with the City of Mississauga at Etobicoke Creek. After running parallel to the Lake Ontario shoreline, the road becomes Woodbine Avenue just past Ashbridges Bay.
To the west, the physical roadway continues as Lakeshore Road through Mississauga to Burlington. In Toronto proper, the route is an alternate to the often traffic-snarled Gardiner Expressway. The two roadways often intertwine towards the downtown core with the Lake Shore running directly below the Gardiner at times.
The photo was taken from the pedestrian bridge that runs from the Canadian National Exhibition grounds to Ontario Place. To get to either BMO Field (Toronto FC, Toronto Argonauts) or Budweiser Stage, you will most likely travel on this road, although the GO Train is a much better option.