This is correct. In North America, you have to yield to traffic leaving the roundabout from the left lane.
The earlier comment about Newfoundland was funny. I used to live in Calgary, and out there there's a lot of transplanted Newfoundlanders working in the oilfields. Now, the first thing they buy when they get their first paycheck is a 3/4 ton truck, usually black, usually identifiable by the Newfoundland window decal or front plate. It seems to be mandatory. And to a man, they are a menace in traffic circles, and frankly, on the roads in general. Fortunately there aren't that many traffic circles out there, or at least there weren't 25 years ago.