It looks like the beetle has a black head and an orange thorax, not a black head. Could you find out of that's true?

HERE'S (click here) what the beetle looks like to me...Disonycha xanthomel.

Without a better photo, it will be hard to pin down. The beetles in your image do appear to have a black head and rusty thorax and that would eliminate a known beetle pest of daylilies, the Red-headed Flea Beetle that has a red head and black thorax.

rhizo's ID is a possibility, but the Spinach Flea Beetle is more vibrantly colored.

Neither of these flea beetles range includes near-Los Angeles although pest insects expand their range all the time.

See if you can round up a specimen, chill it, and get a good still photo.

The main problem is that there are a lot of reddish-marked small beetles, but control of them on your lilies may be the same regardless of the exact ID.