I think you have a good start there. A thesis statement should be direct and clear, and to the point. You have the beginning of a good thesis statement because you have made an argument about Lady Macbeth and Macbeth. You just need to go one step further and explain.
I would add to this thesis statement with an explanation of why their relationship deteriorates. Here is an example:
In Macbeth, the relationship between Macbeth and Lady Macbeth deteriorates as the play progresses because after she pushes him to kill Duncan, he becomes more and more violent.
Consider the conversations between Lady Macbeth and Macbeth. He writes her a letter, but when he meets her face to face all she can talk about and think about is how he is going to become king. She does not listen to him when he seems to talk himself out of killing Duncan because the king has done nothing to deserve it. Macbeth tells her they will “proceed no further in this business” because the promotion is enough.
Was the hope drunk
Wherein you dress'd yourself? Hath it slept since?(40)
And wakes it now, to look so green and pale
At what it did so freely? (Act 1, Scene 7, p. 23)
When Macbeth asks her what should happen if they fail, certainly a reasonable question, she scoffs at him again.
But screw your courage to the sticking-place,
And we'll not fail. (Act 1, Scene 7, p. 24)
She is basically telling him as long as he is brave he will not fail. She is completely dismissing his justifiable concerns. With him pushing her on, he can do nothing put go through with the plan.
Unfortunately, Lady Macbeth has unleashed a force she cannot control. She does not want him to kill Banquo or Macduff’s family, and in fact does not know he is going to do this. She goes mad with guilt, and kills herself. Macbeth’s reaction? “She should have died hereafter” (Act 5, Scene 5, p. 84).
Macbeth goes on to make a beautiful, if not dismal, speech about how life is meaningless, but he does not properly grieve for her. The two have been separated, and the gulf between their emotional states is too wide.
I believe the answer posted by littacher8 gives excellent examples from the play. Where I differ is the thesis sentence. I tell my students to make a statement, the explanation of why is the meat of the essay. Your thesis is multi layered, so say that and as the essay continues begin to sequence the discintagration of MacBeth which began with the witches (cuz you know women are the root to all evil) and from their death, greed and betrayal become the lifeline of the plot. Also, it is important to remember that if you are going to make that statement, historical facts with regard to the historical element of MacBeth can strengthen your arguement. I would recommend you research why MacBeth wrote this play and use this as ammunition to back your response with. However I do agree that as the play ensues, their relationship changes until they becomes co conspirators. MacBeth has played this role before, but not his wife. Lady MacBeth is tantalized with the vision of becoming queen, but as we see through the play, especially after the King is killed, she can not live the actions that Macbeth set into play, and is consumed with her guilty. Her remorse is evidence that she has not lost her humanity. MacBeth, however, has, and as a result transferred his love for his wife, for the naracistic goal of becoming King. Without that essential element of humanity, their connection begins to unravel, as does their relationship and ultimately the conspirasy.... Hope this helps