  Given a two-sided real-valued L\'evy process $(X_t)_{t \in \mathbb{R}}$,
define processes $(L_t)_{t \in \mathbb{R}}$ and $(M_t)_{t \in \mathbb{R}}$ by
$L_t := \sup\{h \in \mathbb{R} : h - \alpha(t-s) \le X_s \text{ for all } s \le
t\} = \inf\{X_s + \alpha(t-s) : s \le t\}$, $t \in \mathbb{R}$, and $M_t :=
\sup \{ h \in \mathbb{R} : h - \alpha|t-s| \leq X_s \text{ for all } s \in
\mathbb{R} \} = \inf \{X_s + \alpha |t-s| : s \in \mathbb{R}\}$, $t \in
\mathbb{R}$. The corresponding contact sets are the random sets
$\mathcal{H}_\alpha := \{ t \in \mathbb{R} : X_{t}\wedge X_{t-} = L_t\}$ and
$\mathcal{Z}_\alpha := \{ t \in \mathbb{R} : X_{t}\wedge X_{t-} = M_t\}$. For a
fixed $\alpha>\mathbb{E}[X_1]$ (resp. $\alpha>|\mathbb{E}[X_1]|$) the set
$\mathcal{H}_\alpha$ (resp. $\mathcal{Z}_\alpha$) is non-empty, closed,
unbounded above and below, stationary, and regenerative. The collections
$(\mathcal{H}_{\alpha})_{\alpha > \mathbb{E}[X_1]}$ and
$(\mathcal{Z}_{\alpha})_{\alpha > |\mathbb{E}[X_1]|}$ are increasing in
$\alpha$ and the regeneration property is compatible with these inclusions in
that each family is a continuum of embedded regenerative sets in the sense of
Bertoin. We show that $(\sup\{t < 0 : t \in \mathcal{H}_\alpha\})_{\alpha >
\mathbb{E}[X_1]}$ is a c\`adl\`ag, nondecreasing, pure jump process with
independent increments and determine the intensity measure of the associated
Poisson process of jumps. We obtain a similar result for $(\sup\{t < 0 : t \in
\mathcal{Z}_\alpha\})_{\alpha > |\beta|}$ when $(X_t)_{t \in \mathbb{R}}$ is a
(two-sided) Brownian motion with drift $\beta$.
