Rabbi Yankie Tauber writes on Chabad.org:
…In his writings and discussions on the subject, the Rebbe rejected all theological explanations for the Holocaust. What greater conceit -- the Rebbe would say -- and what greater heartlessness, can there be than to give a "reason" for the death and torture of millions of innocent men, women and children? Can we presume to assume that an explanation small enough to fit inside the finite bounds of human reason can explain a horror of such magnitude? We can only concede that there are things that lie beyond the finite ken of the human mind. Echoing his father-in-law, the Rebbe would say: It is not my task to justify G-d on this. Only G-d Himself can answer for what He allowed to happen. And the only answer we will accept, said the Rebbe, is the immediate and complete Redemption that will forever banish evil from the face of the earth and bring to light the intrinsic goodness and perfection of G-d's creation.…
Of course, Yankie Tauber is fibbing.
Here's the entire Chabad.org page in pdf, for your archives:
[Hat Tip: Friar Yid.]