Hi,
* Do you have a proper PCB layout .. according datasheet recommendations, similar to the layout example?
A breadboard test will not give useful results.
Please do two tests:
* connect a 330 Ohms resistor to the output. (10 mA load) --> what is the result?
* disconnect L1 and C1 --> what is the result? (L1 and C1 form a undaped resonant. It´s likely that this causes some ringing which may confuse the regulation loop at low loads)
I personally don´t like those undaped LC circuits.
BTW: your uploaded schematic picture is of bad quality - impossible to reead all part values.
Klaus