In reply to Neil Williams:
My suspicion is that driver voltages are quite critical, and that the drive voltage was incorrect, or a poor batch of devices, or poor soldering (overheating the devices on installation). For them all to fail within a month is very suspicious, and smacks of a production fault somewhere.
Generally, LEDs use similar technology, and there's not a lot of difference between the construction of a white LED and a yellow LED, other than the addition of the fluorescing chip on top of the emitter ('white LEDs' are high-end blue/UV emitters with a fluorescent material to convert to broad-spectrum white).
Failures of headtorches are most likely down to the mechanical elements; wiring, switches, etc. There may be reliability problems with the electronics due to ingress of water, either into the LED package itself, or into the drive electronics.
High power LEDs might have inadequate cooling, resulting in high die temperatures, leading to premature failure.
But, generally, LEDs treated well during assembly and driven correctly, and not exposed to harsh environments should be very reliable. It's the bits around them that will fail.