Heat olive oil in a large pot over medium heat. Sauté onion, carrot, and bell pepper for 6 to 8 minutes, until softened.
Add garlic and cook 30 seconds. Stir in chili powder, cumin, smoked paprika, oregano, and tomato paste, cooking for 1 minute.
Add crushed tomatoes, vegetable broth, and uncooked lentils. Bring to a boil, then reduce heat to low.
Simmer partially covered for 30 to 35 minutes, until lentils are tender and chili has thickened.
Stir in kidney beans, black beans, and soy sauce. Simmer for another 10 minutes.
Remove from heat, stir in lime juice, and adjust seasoning to taste.
Serve over rice with sliced avocado.