I need to present the other side of the picture from Fred93. As I have specified in another topic I no longer believe there is a "bump" at 6 (or 9 months) at which point you can breath easier.
Note that I never said "at which point you can breath easier", or anything like that.
Payment failures occur in every month. However, the curve is smooth, with a bump in the middle. For LC loans that bump is around 6-7 months. (And if you read the literature on credit, you will find this same shape appears for other kinds of loans, mortgages whatever.)
Some people casually interpret this as meaning that if you get past some date, the loan won't go bad, but that interpretation is of course silliness.
You can see the bump as easily as anybody else. Just download the data from LC and process it yourself.
There is a blog, I think it is lendingrobot, that shows a curve. His curve is slightly different. I believe it shows chargeoffs rather than delinquency. Of course chargeoffs happen a little later than the first nonpayment event, so the bump in that curve is a few months later.