Lena is a diminutive form of Elena/Hellen.
So, the nameday is May_21: St.Constantine, the
Roman Emperor, and St.
Hellen, his mother:
http://en.wikipedia.org/wiki/Helena_(Empress)
As the Russian orthodox church has not adopt the Gregorian change of calendar yet, 13 days are to be added to May_21 and the result will be June_3.