There are a few daylilies registered with variegated foliage. A link to add to Glen's of a discussion we had here in the Daylily forum
The thread "Foliage variation" in
Daylilies forum
There is one variegated plant registered, that I know of, due to a foliage mutation seen in a previously registered cultivar, Ride the Wind (Stamile 1998) My understanding is the fan was separated out, observed and allowed to multiply for several years before the new registration was made to be sure the trait was consistent for the new plant to be registered as a "new" cultivar.
Daylily (Hemerocallis 'Polish Chameleon')
In reading the description for the cultivar Polish Chameleon it says the foliage is yellow in the early spring turning green later in the season.
Edited to add - this got me to thinking why I remembered about the registered mutation from Ride the Wind. The seedling I showed images of in the linked Foliage variation thread is from a cross of Huckleberry Candy X Ride the Wind.