I know it's "a bit late" but just in case if anybody needs to do this in LINQ Method syntax (which is why I found this post initially), this would be how to do that:
var results = context.Periods
.GroupJoin(
context.Facts,
period => period.id,
fk => fk.periodid,
(period, fact) => fact.Where(f => f.otherid == 17)
.Select(fact.Value)
.DefaultIfEmpty()
)
.Where(period.companyid==100)
.SelectMany(fact=>fact).ToList();