In addition to the quote the other commenter shared, here's one from the letter to Milton Waldman at the start of The Silmarillion (I'm not sure which editions it's in, but it's in the Amazon preview of the Kindle version if yours doesn't have it):
>He repents in fear when the First Enemy is utterly defeated, but in the end does not do as was commanded, return to the judgement of the gods. He lingers in Middle-earth. Very slowly, beginning with fair motives: the reorganising and rehabilitation of the ruin of Middle-earth, ‘neglected by the gods’, he becomes a re-incarnation of Evil, and a thing lusting for Complete Power – and so consumed ever more fiercely with hate (especially of gods and Elves).
Combined with the other one, seems like while he was too ashamed to return to Valinor, his repentance and an attempt to do good nonetheless did last a little while before he fell heavily back into darkness again.