Line break in large formula and error message in align?

Line break in large formula and error message in align?

I have a very long align formula and I do not know how to optimally (that
it looks good and is accetable with latex rules) line-break this.
Currently I have
\begin{align*}
\mathrm{Var}(\alpha)&\approx (1+\pi^{2})\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Var}(\zeta^{*})+\frac{\pi^{2}\exp(-2\delta^{*}+2\zeta^{*})}{1+\pi^{2}}\cdot
\mathrm{Var}(\pi)\\ &+ (1+\pi^{2})\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Var}(\delta^{*}) + \\
2&\times \left[ \pi\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Cov}(\pi,\zeta^{*}) -
(1+\pi^{2})\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Cov}(\delta^{*},\zeta^{*}) -
\pi\exp(-2\delta^{*}+2\zeta^{*})\cdot \mathrm{Cov}(\delta^{*},\pi)\right]
\end{align*}
I tried
\begin{align*}
\mathrm{Var}(\alpha)&\approx (1+\pi^{2})\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Var}(\zeta^{*})+\frac{\pi^{2}\exp(-2\delta^{*}+2\zeta^{*})}{1+\pi^{2}}\cdot
\mathrm{Var}(\pi)\\ &+ (1+\pi^{2})\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Var}(\delta^{*}) + \\
2&\times \left[ \pi\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Cov}(\pi,\zeta^{*}) -
(1+\pi^{2})\exp(-2\delta^{*}+2\zeta^{*})\cdot
\mathrm{Cov}(\delta^{*},\zeta^{*}) \\ & -
\pi\exp(-2\delta^{*}+2\zeta^{*})\cdot \mathrm{Cov}(\delta^{*},\pi)\right]
\end{align*}
But I get the error message:
! Extra }, or forgotten \right.
<template> }
$}\ifmeasuring@ \savefieldlength@ \fi \set@field \hfil
\endtempl...
l.1533 \end{align*}