Not sure, but I have had damage like that, mostly happens when just coming out of the ground and I blame it on slugs. Have you noticed any black gunk around the area as it may be the lily beetle, but it looks more like slug damage to me.
Flora

I've had this problem as well, and when you got only one response, I forwarded your thread to Dianna at B&D(ianna) Lilies and she gave me a generously detailed answer--too long to give in full here. In brief,this is Stump Rot and is caused by a fungus. The affected rot should be removed with a sterilized (beach or rubbing alcohol)knife or pruners,and the lilies sprayed with a copper-based fungicide (she doesn't say so,but I imagine this would be done when the weather's not too hot; I'm not sure; check the instructions on the label). In the spring, when the lilies began to come up, spray lilies and their bed with the copper-based fungicide. She has more to say and says it better than I have above. So if you or anyone else wants more and better info, you should check out the next B&D Lilies Newsletter, which should be coming out soon. To register for the newsletter, go to: http://bdlilies.com/news.html.

thank you very much, finally the mystery is solved! next spring bring on the fungus, I will be waiting.