Royal Mail has a policy on lost items and unless you are not home and the item has been returned to the depot, you will need to contact them to find out where the parcel has gone.

Their policy on lost items is second to none and is highlighted below:

If your mail gets lost, we’ll give you a minimum compensation of 12 First Class stamps. However, if there was something of value in your mail, we'll refund the actual loss, up to a maximum value of 100 First Class stamps or up to the market value, whichever is the smaller amount. Please apply for this within 12 months.

Please note that we do not pay compensation without an original certificate of posting being produced. When you send your standard parcel, you can choose to pay for extra compensation of up to £100, £250 or £500. _{www.royalmail.com}