Judging from the market's recent trajectory, investors are at long last coming back around to the big boys. For long-suffering large-cap investors, this rally must come as a relief. After all, for most of the new millennium, the little fish have raced ahead, with the Russell 2000 index -- a good proxy for small caps as a group -- leaving lethargic behemoths such as AT&T (NYSE:T), Merck (NYSE:MRK), Comcast (NASDAQ:CMCSA), and DirecTV (NYSE:DTV) in the dust.

Apologies for the mixed metaphor there, but the tide has turned: In 2006, each of those stocks has roared back to life, posting gains in excess of 25% on the year as I type.

The Russell 2000 still surpasses the S&P 500 on a year-to-date basis, but given the lengthy period of large-cap underperformance, ongoing market jitters, and the big boys' attractive valuations, the recent "flight to quality" was almost predictable. The market really does move in cycles, and eventually, investors really do head toward those areas where the best bargains seem to lie.

Time to dive in?
I think that most folks are well-served by a portfolio anchored in large caps, and to that end, we'll profile a trio of worthies in next month's issue of our new newsletter service, Motley Fool GreenLight.

No savvy investor, however, would ever want to be caught lurching in whatever direction Mr. Market happens to favor at any particular moment. Even reality-based market moves have a habit, alas, of evaporating on contact with what Alan Greenspan once famously called "irrational exuberance."

The upshot? While I do think now is an opportune time to tilt in the direction of the big boys, the best way to achieve your investment goals (and plenty of beauty rest along the way) is to design a portfolio that provides judicious exposure to each of the market's cap ranges and styles.

While large-cap stocks look like the market's juiciest buys just now, long-term types will still want exposure to choice smaller-cap fare. Companies such as Expeditors International of Washington (NASDAQ:EXPD), Jabil Circuit (NYSE:JBL), and Hansen Natural (NASDAQ:HANS), for example, are all worth adding to your further research list: Each has made big bucks for shareholders over the long haul thanks to more than just a market "tailwind."

The Foolish bottom line
Judicious is in the eye of the shareholder, of course. With that in mind, the Fool offers a plethora of services designed to help you build your perfect portfolio. Thing is, that perfect portfolio is always a work in progress, one that'll need tweaking as your investment timeline and tolerance for risk change.

Before you tweak it, of course, you have to build it, and helping you do just that is what GreenLight is all about. The service is designed for folks who want a fast 'n' friendly overview of the basics of investing -- and Foolish ideas about how to put 'em to work pronto. Personal finance is a part of GreenLight's game plan, too, so if you're looking for a fresh start on that front as well, we're here to help. Check it out -- for free -- and see.

Shannon Zimmerman runs point on the Fool's Champion Funds newsletter service and co-advises GreenLight. At the time of publication, he didn't own any of the securities mentioned above. Merck is a former recommendation of Motley Fool Income Investor. You can check out the Fool's strict disclosure policy by clicking righthere.