Reviewing the clips I did last Monday, I realized the exposure was not what I remember seeing on the LCD while shooting. After some thinking, I figured it out: I used to set the LCD brightness level to auto. Since I was shooting outside, the ambient light sensor was calibrating the LCD brightness as if it was used in bright conditions while in fact I was looking at the LCD in a dark environment (the Z-finder).
The solution was, of course, to set the LCD brightness manually (first option in the second yellow menu) to a lower level. Pretty obvious tip but I guess (and hope) that I am not the only person who forgot about this!