Should I have lost weight?

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For two and a half years, I've been a lacto-ovo vegetarian, and I've not eaten any sugars, processed foods, junk foods, simple carbohydrates, wheat, etc. I know some nutritionists consider it gratuitous to completely cut out certain foods, but I chose to go "all or nothing" because that's the kind of person that I am. I did it out of compassion for my mind and my body.

I'm confident that my diet is clean. Other than eating proper foods, I know that I eat the proper amount, because I've spent some time tracking my calories on MFP. My diet's probably not "perfect" -- for example, I can eat more than my fair share of nuts on occasion -- but I can't understand why I'm not what I eat, as they say. Since changing my diet so long ago, I've only gained weight. Regarding exercise, it's been on-and-off. I'd been going to the gym, I've been doing Jillian Michaels, and most recently, I started running religiously, but I got shin splints. During those times that I was excercising, I figured, "Since my diet's already good, working out should be the only thing I'm missing," but I didn't quite observe any fat loss.

I'm not giving up -- far from it -- but I'm just curious: looking exclusively at my diet, shouldn't I have lost at least some weight?

Thank you in advance.