Pre-Wicked, the Gershwin's longest run was the Garth Drabinsky Show Boat, at around 25 months. Given his accounting, it probably lost everything. That theatre housed tons of flops, as well as some decent shows that didn't pay back. It was probably just as "unlucky" as the Lyric. The Minskoff, similarly, had a string of spectacular flame outs, pre The Lion King. Save for Me and My Girl, Annie Get Your Gun and Drowsy Chaperone, I think every other show at the Marquis has been a failure. The Lyric needs a hit, but it's no more unlucky than the other modern musical houses.
Begin at the beginning and go on till you come to the end: then stop.