You may be consuming too many calories for your needs. The only way to find out is to track your intake in the nutrition app of your choice and see where you're at.
But you could also be one of the unlucky ones who can't lose weight while consuming dairy or some other food due to an intolerance.
Could be a medication you're on?

I'd suggest getting the 2002 version of Dr. A's book and reading chapters 15, 20, 25 and 26. See if any of that info rings true for you and then start experimenting to find your answers.