Preheat oven to 400 degrees. Rinse beets. Wrap colors separately in foil and roast in middle of oven until tender, 45 minutes to 1 hour. Cool.
Peel beets and halve lengthwise. Whisk together shallot, juices, zest, and mustard. Whisk in oil until emulsified and season with salt and pepper. Drizzle lettuce with 3/4 of dressing. Sprinkle with beets and drizzle with remaining dressing.
Recipe courtesy of Gourmet Magazine