Preheat oven to 375 degrees F (190 degrees C). Place the potatoes and beets into a baking dish, and drizzle with 1 tablespoon olive oil; season with salt and black pepper.
Roast in the preheated oven until tender, about 1 hour; allow to cool.
Heat 2 tablespoons of olive oil in a large soup pot over medium heat, and stir in the celery, onion, and garlic. Cook, stirring often, until the onion is translucent, about 5 minutes. Mix in the cooked vegetables, chicken broth, thyme, and bay leaf, bring to a boil, and reduce heat. Simmer until the celery is very tender, about 45 minutes.
Remove from heat, and discard the bay leaf. Puree the mixture in the pot with an immersion blender until very well blended; stir in the milk and lemon juice to serve.