Salesforce will be the best place to run reporting like this. As Josh outlines, you will want to create a summary report that gives you an average of Lead Scores and export it each month.
Alternatively, there is something called analytic snapshots that you can setup in Saleforce. This allows you to run reports and save the report results as records on custom objects. These can then be used to track trends within SFDC, no exports needed. You should ask your admin to help you set this up.