About 75% of pregnancies end before anyone could know that sperm joined egg. Implanting in the uterus is extremely difficult, and most embryos can't achieve it. Also, many embryos have genetic problems that cause them to stop developing in the first couple weeks. No one knew she was pregnant, but she was.
I bet that every month a couple "tries" to get pg, they actually produce a fertilized egg. Anyway, I've read thousands of documents, etc. on this topic and from experience it looks like the largest embryo failure rate occurs between day3 and day6 following fertilization. That's when initial specialization occurs (into fetal and placental cell lines). The direct failure cause isn't known but probably half are genetic and the other half are "energy supply" problems. I knew a couple who had 18 beautiful embryos on day3 and only 2 made it to day5/6.