I agree with this comment, but with the addition that sleep quality is very important if you don't have it. If your sleep is pretty close to optimal already, you may not notice a slight improvement.
I've never found exercise to be a particularly important part of my mental health, but in lockdown I've become utterly dependent on it. It provides routine, structure, control and a sense of progress - all of which I was getting more of in other places before but which I'm now lacking without the exercise.