Well you don't say where you live or what kind of lavender you have. There are many species of lavender and some are much more winter hardy than others. French and Spanish lavenders, for example, are very tender and won't overwinter north of zone 7. English lavenders can withstand cold temperatures and will generally overwinter in zone 5. All types of lavender need very good drainage to survive. If they have very wet soil they will generally not come back in the spring. They do not remain blooming, but die back to the ground in colder climates. I can't help here too much because I don't know where you live or what kind of lavender you are growing.