Ahh, thanks.
My two volunteer lilies live outdoor year-round (Hardiness Zone 8b) and I've never grown a daylily. From what you said, they must be very cold-hardy.
I've been told one of my lilies is this:
Lily (Lilium 'Black Out')
and it sure looks right.
Very oddly, I see very few slug-holes on those lilies, even though I'll very rarely see a slug climbing the stem like it was a Magic Beanstalk and the slug wanted to meet the Giant.