The Rebbe writes in a letter:

“From the time I was a schoolchild—and even before—a vision of the future exodus began to form in my mind:

Such an exodus that all the suffering of exile, the persecutions and mass destruction 
will finally be understood.

And understood in the fullest sense, with a complete heart, to the point that we will look back and say thank you to G‑d for all that we went through.”

Igrot Kodesh, vol 12, pg. 414 (#4226). Written in 1956 to Yitzhak Ben-Zvi, then president of Israel.