Position rack in lower third of oven; preheat to 450°F.
Combine oil, salt and pepper in a large bowl. Add beets; toss to coat with the seasoning mixture.
Spread the beets evenly on a rimmed baking sheet.
Roast, stirring once or twice, until the beets are tender and browned, 20 to 25 minutes.
Add fresh sage just before serving. Toss the roasted vegetables with lemon juice, if using.