Remove bulbs from leeks, reserving green parts for another use. Cut bulbs into 1 1/2-inch pieces.
Remove and discard fennel fronds and outside layer of fennel bulb. Cut fennel into slices.
Toss together sliced leek bulbs, fennel, carrots, and next 4 ingredients. Place in a 13- x 9-inch roasting pan. Add beets; sprinkle vegetables with salt and pepper.
Bake at 400° for 1 hour or until vegetables are tender, stirring twice.