The article (Ha) or 'the' does not appear with the tetragrammaton in the Hebrew. Hebrew Names, much like English names, never receive a definite article. We never say The Yehovah much like we never say The Frank. However, the tradition of substituting Adonai for Yehovah has been by and large inaccurately rendered using The LORD instead of just Lord. The literally meaning of Adonai is Lord or my Lord. 'My' usually goes untranslated because the Yod is seen as emphatic, hence 'O Lord' is sometimes used to translate it when it is actually used in the MSS.
A definite article does appear occasionally with the Name Elohim:
וַיַּרְא֙ כָּל־הָעָ֔ם וַֽיִּפְּל֖וּ עַל־פְּנֵיהֶ֑ם וַיֹּ֣אמְר֔וּ יְהוָה֙ ה֣וּא הָאֱלֹהִ֔ים יְהוָ֖ה ה֥וּא הָאֱלֹהִֽים
"And all the nation feared, and they fell on their faces, all they said Yehovah, He is The Elohim, Yehovah, He is The Elohim" - 1 Kings 18:39
The Lord is not even an accurate translation of Adonai, the Jewish substitute title, which is literally Lord or my Lord (the letter yod used as an emphatic with another Name, usually YHVH, i.e. 'O Lord GOD').
However, Ha Adon is literally The Lord, which is used in the MSS with the name Yehovah-Ha Adon Yehovah-such as in this verse:
לָכֵ֗ן נְאֻ֤ם הָֽאָדוֹן֙ יְהוָ֣ה צְבָא֔וֹת
"thus declares The Lord Yehovah [of] hosts..." Is.1:24
Another verse that teaches us about Adonai and Ha Elohim:
"And Samson called unto the LORD, and said, O Lord GOD, remember me, I pray thee, and strengthen me, I pray thee, only this once, O [THE] God, that I may be at once avenged of the Philistines for my two eyes. Judges 16:28" (KJV).
וַיִּקְרָ֥א שִׁמְשֹׁ֛ון אֶל־יְהוָ֖ה וַיֹּאמַ֑ר אֲדֹנָ֣י יֱהֹוִ֡ה זָכְרֵ֣נִי נָא֩ וְחַזְּקֵ֨נִי נָ֜א אַ֣ךְ הַפַּ֤עַם הַזֶּה֙ הָאֱלֹהִ֔ים וְאִנָּקְמָ֧ה נְקַם־אַחַ֛ת מִשְּׁתֵ֥י עֵינַ֖י מִפְּלִשְׁתִּֽים
This passages illustrates that the words 'O Lord GOD' in Hebrew are Adonai Yehovah, and Lord has no article, even in the translation (a proper translation of Adonai). It also shows again the Biblical use of Ha Elohim, The God.