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.