I didn't lose anything when I was new to Alli. I had to drop my calories and fats twice to lose weight. The experts recommend trying the recommended calories, fats and carbs and if that doesn't work, then drop 200 calories, if that doesn't work, drop 200 calories again. About a month had past before I dropped the calories for the second time, then I finally lost a couple of pounds. For the most part, I stopped taking the pills and followed the lower calorie recommendations, have a few more healthy fats then recommended and keep my carbs down around 100-120 g per day, and, like you, I keep up an exercise routine. I track nutrition and cardio workouts on the Alli website logs and this helps me stay on track. This gets me a slow weight loss.
I take Alli pills at the occasional unhealthy-fat meal and I don't get treatment effects from taking them (if I take them 3 times a day, unless I overeat on carbs, I get treatment effects). I've lost about 35 lbs. in 2 years and 2 months. About half of that came after taking Alli but I've actually lost more weight when I'm not taking Alli pills or taking very little of them. What Alli did for me is help me make a lifestyle change. I know other people take the pills and the weight just falls off, but it doesn't work that way for me. So you're not the only person who doesn't get the desired result!! Wishing you health, encouragement and hope (and, eventually, weight loss)! - Jane