Yep, it dies right back as soon as the nights get chilly, and disappears underground. It's in a large pot, under the canopy of a huge oak tree, so fairly protected. Plus the last two winters have been very mild.
What surprised me is that the baby plant also made it through the winter with no protection. nb, I had a repeat picture in my first post, but fixed that so the close-up of the flower is there now. Sorry.