Python

Solution 1 (O(n)):

def missing_alphabet(line):
    alphabet = 'abcdefghijklmnopqrstuvwxyz'
    
    for c in line:
        alphabet = alphabet.replace(c, '')
    
    return alphabet

assert missing_alphabet("the quick brown frog jumps over the lazy dog") == 'x'

Variation (O(26) / O(1)):

def missing_alphabet(line):
    alphabet = 'abcdefghijklmnopqrstuvwxyz'
    
    for c in alphabet:
        if c in line:
            continue
        else:
            return c
        

assert missing_alphabet("the quick brown frog jumps over the lazy dog") == 'x'