Beets may take a while to roast, but it's worth the wait. (For a tasty side dish, saute the green tops.) Garlic and leeks add delicious flavor and dimension to this soup.
Heat oven to 400 degrees. Drizzle beets with olive oil and roast in parchment-lined foil until tender, about 1 hour. Meanwhile, drizzle garlic cloves with oil and roast in separate foil packet, about 30 minutes. Unwrap beets, let cool, peel, and quarter. Squeeze garlic from skin. Set aside.
Heat 2 tablespoons olive oil in a pot over medium heat. Add leek and cook, stirring, until tender, 6 to 8 minutes. Add beets and garlic, thyme, bay leaf, and 3 cups water. Season with salt and pepper.
Bring to a boil, then reduce heat and simmer, 5 minutes. Discard bay leaf. Let cool slightly, then puree in a blender until smooth. Stir in lemon juice and adjust seasoning to taste.