That is a 5 mm LED showerhead enclosed in a heat insulating bubble. In the past those bulbs tend to dim to 1/2 output in 6 months, useless in a year. The bulb replacement costs could be more than the electricity costs saved.
Just buy 1 bulb, run it for a full year 24/7 before deciding to convert.
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Back to the main topic.
At current availability for globe style bulbs:
2W to 8W LED;
9W to 27W CFL;
over 27W won't fit standard A19/G60 lamps.
LEDs are available at much brighter levels in the PAR style.
CFLs are available with reflectors.
These are used in downlights and recessed ceiling lights.
Icandescent efficienies are pretty much independent of voltage, however they tend to increase with increasing wattage.
For example 10 w standard incandescent is about 75 lumes (7.5 lumens/watt)
40 w standard incandescent is about 400 lumens(10 lumens/watt)
100 w standard incandescent is about 1700 lumens(17 lumens/watt)
200 w standard incandescent is about 3900 lumens (19.5 lumens/watt)
Halogen lamps tend to do a little better
CFL's are on the order 80 lumens/watt at 26 watts, less on smaller wattages.
HID lamps at 150 watts and up are typically right around 100 lumens per watt
LPS lamps can get as high as 200lumens/watt
Fluorsecents also get more efficient at higher output, and vary enormously depending upon the color rendition and spectral characteristics you want (and the prices also vary just as much). The best of these lamps, like the GE SPX series are about 95 lumens per watt, wherease the Chroma 50 series was more like 60 lumens per watt (but very high CRI).
The True efficiency of these lamps tends to be lower because of losses in the ballast, although with newer all electronic ballasts these losses have become very small.
So the bottom line is that isn't very difficult to get more lumens per watt than you can get from most incandescents, but the difference in cost between an incandescent and LED at this point pays for a whole lot of electricity even at 10-12 cents per KwH.
Here is the thumbnail for a 40 watt incandescent versus an LED
Incandescent LED
price .79 $20
$19.00 buys about 160 KwH, or about 4000 hours of operation. The breakeven point is probably around 5000 hours of operation. If it is a lamp that is used 10-12 hours per day it probably makes sense, as the payoff is on the order of 1 year, if it is only 1-2 hours per day, on a net present value basis, it may NEVER pay to use an LED.
The savings in applications using 7.5-10 watt incandescents will on a per centage basis be much higher, but the amount of energy used by these lamps is so low that the payoff is likely to exceed the life of the LED replacement.
If you assume your fluoro is 80 lumens per watt, and the LED 100 lumens per watt, the energy savings is only about 20%, so the payoff on LED vs Fluoresecent (or CFL) is probably the 21st of never at this point. It is longer than the expected life of either lamp.
My advice is that if you cannot show a payback of the extra cost within 10,000 hours of use, in most cases, it is unlikely to save you money.
Generally changing an incandescent for a CFL or Fluoro fixture is a no brainer.
100 watt incancdescent will consume about 100KwH over its life (1000 hours)
26 watt CFL in that same period would consume 26KwH.
74KwH~$9.00, so as long as the CFL lasts at least 1000 hour, and costs less than $9.00 a copy, you are ahead of the game.
My own belief is we are probably still on the order of 5 years away from LED lighting that is an economically viable replacement for CFL or Fluorescent lighting. More like a couple years for Incandescent replacement.