Well this is a tough one because lilies often develop yellow leaves on the lower parts of their stems. OR, it could be that there is something else going on. Yellow leaves are often a sign of too much water, too little water, or too cold temperatures. I can't guess what's happening here, but I'd check the soil moisture and if it seems o.k., just wait and see what happens. If the top part of the plants look healthy then I'd just wait. It could also be caused by a cold, wet spring.