Auto correct stinks! Title should be Little Lime. Sorry!

You have not filled out your zone/location information yet so it's a bit difficult to give you help.
I'm guessing simple transplant stress from planting too late in the season.
Keep watering!

I had a feeling that's what you meant. Would be wonderful to have an edit feature!

I dug up a Little Lime on Tuesday and it swapped places with a Thryallis. Was prepared to water daily, but the skies opened up and we've had 16" since Wednesday. It looks fine at this point. My guess is yours just needs water.

Yellow leaves at the base can mean too much water and/or too much shade (meaning the plant finds it no longer has use for leaves at the base due to lack of sun).

Could it be crown rot? Did you plant it with the crown flush with the ground? If you planted it a bit deep it could be crown rot.

I am pretty sure I read here on Gardenweb that yellowing leaves on recently planted Limelights and paniculata hydrangeas is normal. I recently planted 2 Little Limes, 2 Pinky Winkys, 8 Quickfires, and 5 Limelights. Almost all of them had some yellowing at first. I was worried too until I read here that that's somewhat normal. They are fine now. If you planted them properly and they have enough water, I wouldn't worry. They'll recover soon enough.