I saw all four films, and would rank them Wonder Woman > Alita >>> Captain Marvel >> Tomb Raider
That being said, I don't feel like the failure of TR, Alita, or hell, even Ghost in the Shell has a large amount to do with being female led. I don't think the female leads helped the film a huge deal, nor did they hurt them. TR looked incredibly generic (and was), and Alita has a hard sci-fi premise that never does all that well regardless of quality or even franchise reputation. Hell, look at Blade Runner 2049, which has grossed far less than Alita has so far despite having a bigger lead, a better director, and being a better film overall.
Captain Marvel did well in large part because it's part of the Marvel machine. Like GotG when they were first introduced, people will turn out to see it because of the brand it's associated with regardless of if they know the character. Captain Marvel also benefits from being an integral character in the conclusion that many people are eagerly awaiting.
I feel like being female led can skew the results slightly one way or another, but they don't make or break it.
Also: Atomic Blonde made $100 mil on a $30 mil budget. John Wick made $88 mil on a $20 mil budget. The issue with Atomic Blonde (which I also saw) was a limited market for that kind of hard R shooter type of film. Atomic Blonde would have made a truckload of money in the 90s, but now it's all about comic book movies and Disney remakes.