Exporting LSMW results from the log in SM35 to an Excel file is not very straight-forward; this post will explain how to do so.
In transaction SM35 in the Batch Input: Session Overview window, select the session and click the log button.
Select the session in the Log Overview section and click the Display button.
The batch input log is available. Click the Print button in the toolbar or press Ctrl + P.
The log is now presented in the ALV grid format. Click the spreadsheet icon.
Select the desired Excel format and click the check icon. Save the file to the appropriate location.
The log is now available in an Excel workbook. From here you can filter on the Session Type column to analyze any errors.