My son started sitting through movies as well as live shows when he was two, but never could sit through a circus. The clowns always scared him too much. He also still cannot tolerate airplane flights longer than about 30 minutes.
My daughter, OTOH, couldn’t sit still in a movie until she was about six, but did much better in live shows because she could see that they were real people.
However, every child is different. I would be prepared to up and leave when she begins to show signs of being bored, restive, or scared.