The goal of linear least squares is to find a line which comes closest to passing through a given set of data points.

The vertical lines indicate the vertical distance as opposed to ordinary distance from points to the line, (as measured in the plane).

Insert data points at various points in the window. The best-fit (least squares) line is drawn for you that minimizes the sum of the squares of the vertical distances from the data to the line (represented by the vertical segments).