Preheat the oven to 375 degrees F (190 degrees C).

Place potatoes and beets in a baking dish; drizzle with 1 tablespoon olive oil and season with salt and black pepper.

Roast in the preheated oven until tender, about 1 hour. Set aside to cool.

Heat remaining 2 tablespoons olive oil in a large soup pot over medium heat. Add onion, celery, and garlic; cook and stir until onion is translucent, about 5 minutes. Stir in roasted potatoes and beets, chicken broth, bay leaf, and thyme; bring to a boil. Reduce heat; simmer until celery is very tender, about 45 minutes.

Off heat, discard bay leaf; purée with an immersion blender until smooth. Stir in milk and lemon juice.