As pointed in the other answer (and now done), reducing R102 to the recommended 220Ω (and R103+R104 in proportion) can improve things. Other ideas:

• Make sure the upper connection of R102 and the ground connection for R104 are to the points where you want a regulated voltage; otherwise said, make sure the wiring resistance of the load does not interfere.
• The recommended output capacitor is 1μF, C101+C102 is only 20% of that, it could cause output ripple/oscillation, which variation under load could be part of the DC variation you observe.
• Try a small (100nF) capacitor between ADJ of the regulator and ground. This can reduce the output ripple.

As pointed in the other answer (and now done), reducing R102 to the recommended 220Ω (and R103+R104 in proportion) can improve things. Other ideas:

• Make sure the wiring resistance from VOUT to load is low, and the ground connection for R104 is to the ground point where you want a regulated voltage; otherwise said, make sure the wiring resistance of the load does not interfere.
• The recommended output capacitor is 1μF, C101+C102 is only 20% of that, it could cause output ripple/oscillation, which variation under load could be part of the DC variation you observe.
• Try a small (100nF) capacitor between ADJ of the regulator and ground. This can reduce the output ripple.