I agree with Elaine, a picture of the area of the garden would help to answer your question. I checked a hardiness zone map site for your location and it said Anoka, MN, is USDA hardiness zone 4a, does that seem about right?
If you can't post a picture of your plants, maybe you could tell us which of these pictures look most like the plant you are dealing with. Daylily leaves all come from the ground and arch whereas true lilies have a stem with smaller leaves coming off sideways all the way up. Do they look like either of these?